Alex Van de Minne

University of Connecticut - School of Business

368 Fairfield Road

Storrs, CT 06269-2041

United States

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 15,033

SSRN RANKINGS

Top 15,033

in Total Papers Downloads

4,639

SSRN CITATIONS
Rank 23,875

SSRN RANKINGS

Top 23,875

in Total Papers Citations

15

CROSSREF CITATIONS

25

Scholarly Papers (24)

1.

Where Is the Opportunity in Opportunity Zones?

Number of pages: 41 Posted: 01 Jun 2019 Last Revised: 20 Oct 2021
Alan Sage, Mike Langen and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Henley Business School and University of Connecticut - School of Business
Downloads 1,217 (23,580)
Citation 3

Abstract:

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Opportunity Zones, Real Estate Markets, Tax Policy, Investments

2.

A Bayesian Structural Time Series Approach to Constructing Rent Indexes: An Application to Indian Office Markets

Number of pages: 34 Posted: 14 Nov 2017
Sheharyar Bokhari, David Geltner and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) and University of Connecticut - School of Business
Downloads 428 (93,904)
Citation 1

Abstract:

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commercial real estate, Bayesian inference, time-varying parameter model, rent index

3.

Is there Super-normal Profit in Real Estate Development?

University of Connecticut School of Business Research Paper No. 19-14, MIT Center for Real Estate Research Paper No. 3
Number of pages: 40 Posted: 05 Sep 2019 Last Revised: 04 Aug 2021
David Geltner, Anil Kumar and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Aarhus University, Department of Economics & Business Economics and University of Connecticut - School of Business
Downloads 413 (97,873)

Abstract:

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Real Estate Development, REITs, Super-normal Profit, Positive NPV, Real Option

4.

Riskiness of Real Estate Development: A Perspective from Urban Economics & Option Value Theory

Number of pages: 51 Posted: 28 Jan 2017 Last Revised: 02 Aug 2018
David Geltner, Anil Kumar and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Aarhus University, Department of Economics & Business Economics and University of Connecticut - School of Business
Downloads 363 (113,371)
Citation 3

Abstract:

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Highest and Best Use, Commercial Real Estate, Land Values, Depreciation, Option Value

5.

Revisions in Granular Repeat Sales Indices

Number of pages: 46 Posted: 12 Aug 2017
Marc Francke, David Geltner, Alex Van de Minne and Bob White
University of Amsterdam - Faculty of Economics and Business (FEB), Massachusetts Institute of Technology (MIT), University of Connecticut - School of Business and Real Capital Analytics (RCA)
Downloads 307 (135,773)
Citation 4

Abstract:

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Commercial Real Estate, Stochastic Volatility, Revisions, Bayesian Repeat Sales

6.

The Effect of Green Retrofitting on US Office Properties: An Investment Perspective

Number of pages: 40 Posted: 30 Aug 2017 Last Revised: 18 Oct 2017
David Geltner, Lucas Moser and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Diener Syz Real Estate and University of Connecticut - School of Business
Downloads 270 (155,006)
Citation 2

Abstract:

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commercial real estate, sustainability, retrofit construction, repeat-sales model, structural time series, green buildings

7.

The Dynamics of Liquidity in Commercial Property Markets: Revisiting Supply and Demand Indexes in Real Estate

De Nederlandsche Bank Working Paper No. 583
Number of pages: 34 Posted: 01 Feb 2018 Last Revised: 20 May 2020
Dorinth van Dijk, David Geltner and Alex Van de Minne
De Nederlandsche Bank, Massachusetts Institute of Technology (MIT) and University of Connecticut - School of Business
Downloads 261 (160,403)
Citation 2

Abstract:

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Liquidity, Commercial real estate, Bayesian repeat sales price index, Equilibrium dynamics, Constant liquidity index

8.

Estimating Commercial Property Fundamentals from REIT data

MIT Center for Real Estate Research Paper No. 21/11
Number of pages: 45 Posted: 07 Jul 2021 Last Revised: 01 Nov 2021
David Geltner, Anil Kumar and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Aarhus University, Department of Economics & Business Economics and University of Connecticut - School of Business
Downloads 211 (196,591)

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Real Estate Price Indices, Commercial Real Estate, REITs, Structural Time Series Modelling, Bayesian Inference, Real Estate Operating Statistics, Capital Expenditures, Operating Income and Expense

9.

Forecasting US Commercial Property Price Indexes Using Dynamic Factor Models

Number of pages: 36 Posted: 24 Mar 2018
Alex Van de Minne, Marc Francke and David Geltner
University of Connecticut - School of Business, University of Amsterdam - Faculty of Economics and Business (FEB) and Massachusetts Institute of Technology (MIT)
Downloads 196 (210,388)
Citation 1

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Structural Time Series, EM Algorithm

Does Climate Change Affect Investment Performance? Evidence From Commercial Real Estate

MIT Center for Real Estate Research Paper No. 21/15, University of Connecticut School of Business Research Paper No. 22-02
Number of pages: 51 Posted: 11 Nov 2021 Last Revised: 02 Mar 2022
Dragana Cvijanovic and Alex Van de Minne
Cornell SC Johnson College of Business and University of Connecticut - School of Business
Downloads 136 (286,158)

Abstract:

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Does Climate Change Affect Investment Performance? Evidence from Commercial Real Estate

Number of pages: 44 Posted: 08 Nov 2021
Dragana Cvijanovic and Alex Van de Minne
Cornell SC Johnson College of Business and University of Connecticut - School of Business
Downloads 49 (526,989)

Abstract:

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climate change, climate finance, commercial real estate, economic costs

11.

A Machine Learning Approach to Price Indices: Applications in Real Estate

Number of pages: 30 Posted: 27 Oct 2020
Felipe Dutra Calainho, Alex Van de Minne and Marc Francke
University of Amsterdam, Faculty of Economics and Business (FEB), Students, University of Connecticut - School of Business and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 128 (298,452)

Abstract:

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real estate price indexes, machine learning, AVMs

12.

Intrinsic Real Option Value: Empirical Evidence from Commercial Real Estate Investors

MIT Center for Real Estate Research Paper No. 10
Number of pages: 41 Posted: 13 Nov 2020
Simon Büchler, Alex Van de Minne and Olivier Schöni
Massachusetts Institute of Technology (MIT), Center of Real EstateUniversity of Bern, University of Connecticut - School of Business and University of Bern
Downloads 108 (336,804)

Abstract:

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Real option, intrinsic option value, tangible assets, real estate investments

13.

Preferences of Institutional Investors in Commercial Real Estate

Number of pages: 57 Posted: 31 Dec 2019 Last Revised: 09 Feb 2021
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Cornell SC Johnson College of Business, University College London and University of Connecticut - School of Business
Downloads 91 (376,214)

Abstract:

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hazard model, frailty, segmentation

14.

Daily Appraisal of Commercial Real Estate A New Mixed Frequency Approach

University of Connecticut School of Business Research Paper No. 21-05
Number of pages: 39 Posted: 15 Mar 2021 Last Revised: 07 Apr 2021
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - School of Business
Downloads 76 (418,316)
Citation 2

Abstract:

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Index Revision, Listed Markets, Price Discovery, Price Indices, Private Markets, REITs, Repeat Sales Model

15.

Dealing with Unobserved Heterogeneity in Hedonic Price Models

Number of pages: 41 Posted: 01 Oct 2018 Last Revised: 18 Dec 2018
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - School of Business
Downloads 74 (424,436)
Citation 3

Abstract:

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Bayesian Inference, Besag model, Commercial real estate, INLA, Leave-on-out-cross validation, Travelings Salesperson Problem

16.

The Effect of Credit Conditions on the Dutch Housing Market

De Nederlandsche Bank Working Paper No. 447
Number of pages: 35 Posted: 18 Nov 2014
Marc Francke, Alex Van de Minne and Johan Verbruggen
University of Amsterdam - Faculty of Economics and Business (FEB), University of Connecticut - School of Business and De Nederlandsche Bank - Research Department
Downloads 71 (434,111)
Citation 6

Abstract:

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lending standards, financial liberation, housing prices

17.

Does Housing Vintage Matter? Exploring the Historic City Center of Amsterdam

De Nederlandsche Bank Working Paper No. 617
Number of pages: 28 Posted: 19 Dec 2018
University of Connecticut - School of Businessaffiliation not provided to SSRN, De Nederlandsche Bank and University of Connecticut - School of Business
Downloads 70 (437,417)
Citation 2

Abstract:

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land and structure prices, depreciation, new construction, structural time series

18.

Does Investor Size Matter? Evidence from Commercial Real Estate Transactions

Number of pages: 45 Posted: 24 Oct 2019 Last Revised: 09 Feb 2021
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Cornell SC Johnson College of Business, University College London and University of Connecticut - School of Business
Downloads 68 (444,119)

Abstract:

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Investor size; Bayesian estimation, price and holding period, market segmentation, bargaining intensity.

19.

Impact of Institutional Investors on Real Estate Risk

Number of pages: 32 Posted: 18 Oct 2021
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Cornell SC Johnson College of Business, University College London and University of Connecticut - School of Business
Downloads 52 (504,710)

Abstract:

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Stochastic Volatility, Institutional Ownership, Investor Size, Real Estate Asset Volatility, Bayesian Estimation, Repeat Sales Model

20.

Demand and Supply of Mortgage Credit

De Nederlandsche Bank Working Paper No. 486
Number of pages: 26 Posted: 19 Nov 2015
Alex Van de Minne and Federica Teppa
University of Connecticut - School of Business and De Nederlandsche Bank
Downloads 48 (522,085)

Abstract:

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house prices, mortgage credit, credit conditions

21.

Land, Structure and Depreciation

Real Estate Economics, Vol. 45, Issue 2, pp. 415-451, 2017
Number of pages: 37 Posted: 19 Apr 2017
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - School of Business
Downloads 2 (844,022)
Citation 5

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22.

The Hierarchical Repeat Sales Model for Granular Commercial Real Estate and Residential Price Indices

Journal of Real Estate Finance and Economics, Vol. 55, No. 4, 2017
Posted: 27 Nov 2017
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - School of Business

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commercial real estate; Residential real estate; property price indices; Thin markets; Bayesian inference; Kalman filter; State space models

23.

Do Different Price Points Exhibit Different Investment Risk and Return Commercial Real Estate

Posted: 28 Jan 2017
David Geltner and Alex Van de Minne
Massachusetts Institute of Technology (MIT) and University of Connecticut - School of Business

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commercial real estate, quantile regression, chained hedonic index, investment property, equilibrium asset pricing, price of risk

24.

Land, Structure & Depreciation

Real Estate Economics, Forthcoming
Posted: 08 Jan 2015
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - School of Business

Abstract:

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Hedonic Price Model, House prices, Maintenance