Marcelo Cajias

PATRIZIA AG

Head of Data Intelligence

Fuggerstr. 26

Augsburg, 86150

Germany

http://www.patrizia.ag

Universität Regensburg

93040 Regensburg

D-93040 Regensburg, 93053

Germany

SCHOLARLY PAPERS

12

DOWNLOADS
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SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (12)

1.

Can Investing in Corporate Social Responsibility Lower a Company’s Cost of Capital?

Number of pages: 23 Posted: 05 Oct 2012
Marcelo Cajias, Franz Fuerst and Sven Bienert
PATRIZIA AG, University of Cambridge - Department of Land Economy and University of Regensburg - International Real Estate Business School (IREBS)
Downloads 632 (51,806)
Citation 2

Abstract:

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Corporate Social Responsibility, Sustainability, Cost of Capital, Quantile Regression

2.

Do Responsible Real Estate Companies Outperform Their Peers?

Number of pages: 30 Posted: 10 Dec 2011 Last Revised: 28 Mar 2014
University of Cambridge - Department of Land Economy, PATRIZIA AG, University of Reading - Department of Real Estate and Planning and University of Reading - School of Real Estate & Planning, Henley Business School
Downloads 310 (120,592)

Abstract:

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Environment Social Governance, Corporate Social Responsibility, Corporate Financial Performance, Real Estate, Panel Data

Green Performs Better: Energy Efficiency and Financial Return on Buildings

Number of pages: 21 Posted: 07 Dec 2012
Marcelo Cajias and Daniel Piazolo
PATRIZIA AG and THM Technische Hochschule Mittelhessen
Downloads 263 (142,642)
Citation 2

Abstract:

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energy efficiency, sustainability, EPC, German Residential Markets, quantile regression

Green Performs Better: Energy Efficiency and Financial Return on Buildings

Journal of Corporate Real Estate, Vol. 15 No. 1, 2013, pp. 53-72
Posted: 07 Dec 2013
Marcelo Cajias and Daniel Piazolo
PATRIZIA AG and THM Technische Hochschule Mittelhessen

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Germany, Housing, Residential property, Energy consumption, Energy performance certificates, Portfolio estimation, Energy efficiency, Sustainability, Quantile regression

4.

A Class of its Own? The Role of Sustainable Real Estate in a Conditional Value at Risk Multi-Asset Portfolio

Number of pages: 36 Posted: 19 Sep 2014
Peter Geiger, Marcelo Cajias and Franz Fuerst
University of Regensburg - International Real Estate Business School (IREBS), PATRIZIA AG and University of Cambridge - Department of Land Economy
Downloads 221 (169,658)

Abstract:

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Social Responsible Investment, Sustainable Real Estate, Portfolio Optimization, Asset Allocation, CVaR

5.

Are Energy Efficiency Ratings Ignored in the German Housing Market? – Evidence from a Large-Sample Hedonic Study

Number of pages: 26 Posted: 22 Jun 2016 Last Revised: 17 Jan 2017
Marcelo Cajias, Franz Fuerst and Sven Bienert
PATRIZIA AG, University of Cambridge - Department of Land Economy and University of Regensburg - International Real Estate Business School (IREBS)
Downloads 99 (323,718)
Citation 4

Abstract:

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Energy efficiency, residential buildings, Hedonic model, Hazard model, German housing

6.

Interpretable Machine Learning for Real Estate Market Analysis

Number of pages: 40 Posted: 29 Apr 2021
University of Regensburg - International Real Estate Business School (IREBS), University of Regensburg - International Real Estate Business School (IREBS), PATRIZIA AG and University of Cambridge - Department of Land Economy
Downloads 56 (445,343)

Abstract:

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Interpretable Machine Learning, Microeconomic Hedonic Pricing, Housing Markets, Rental Markets

7.

The Sensitivity of House Prices Under Varying Monetary Regimes: The Nordic Case

Number of pages: 17 Posted: 06 Jul 2015
Marcelo Cajias and Sebastian Ertl
PATRIZIA AG and University of Regensburg - International Real Estate Business School (IREBS)
Downloads 52 (460,264)

Abstract:

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Housing prices, Nordics housing market, interest rates, monetary policy, rolling regressions, relative contributions

8.

Censored Quantile Regressions and the Determinants of Real Estate Liquidity

Number of pages: 32 Posted: 10 Feb 2018
PATRIZIA AG, University of Regensburg, University of Regensburg and University of Regensburg - IRE|BS International Real Estate Business School
Downloads 40 (511,527)

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Real Estate Liquidity, Duration Analysis, Time on Market, Censored Quantile Regressions, Cox-Hazard, German Housing

9.
Downloads 37 (525,789)

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Real Estate Liquidity, Survival Analysis, Time-On-Market, Cox-Hazard, German Housing, Energy Performance Certificate

10.

Exploring the Determinants of Liquidity with Big Data – Market Heterogeneity in German Markets

Posted: 18 Jan 2017
Marcelo Cajias and Philipp Freudenreich
PATRIZIA AG and University of Regensburg

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Liquidity/Time-on-market; Housing real estate; Big data; Cox proportional hazards model; Non-linearity

11.

Green Agenda and Green Performance: Is There a Link? Quantifying the Financial Benefits of Sustainability for European Listed Real Estate Companies

Posted: 10 Oct 2011
Marcelo Cajias, Peter Geiger and Sven Bienert
PATRIZIA AG, University of Regensburg - International Real Estate Business School (IREBS) and University of Regensburg - International Real Estate Business School (IREBS)

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Sustainability, GRI-Guidelines, Sustainable Real Estate, Asset Turnover, Idiosyncratic Risk, Corporate Social Responsibility, Annual Reports, EPRA, Quantile Regression

12.

Does Sustainability Pay Off for European Listed Real Estate Companies? The Dynamics Between Risk and Provision of Responsible Information

Posted: 08 Jan 2011
Marcelo Cajias and Sven Bienert
PATRIZIA AG and University of Regensburg - International Real Estate Business School (IREBS)

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CSR, Sustainable Real Estate, Sustainability, Transparency, Disclosure Quality, Information Risk, Idiosyncratic Risk, EPRA, GRI and Latent Ordered Probit Regression