Camilo Serrano

IAZI AG - CIFI SA

Head Analytics

Tramstrasse 10

Zurich, CH-8050

Germany

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 22,707

SSRN RANKINGS

Top 22,707

in Total Papers Downloads

2,567

SSRN CITATIONS
Rank 27,043

SSRN RANKINGS

Top 27,043

in Total Papers Citations

4

CROSSREF CITATIONS

29

Scholarly Papers (8)

1.

Global Securitized Real Estate Benchmarks and Performance

Journal of Real Estate Portfolio Management, Vol. 15, No. 1, 2009, Swiss Finance Institute Research Paper No. 08-39
Number of pages: 37 Posted: 21 Nov 2008 Last Revised: 25 Sep 2009
Camilo Serrano and Martin Hoesli
IAZI AG - CIFI SA and University of Geneva - Geneva School of Economics and Management (GSEM)
Downloads 446 (76,930)

Abstract:

Loading...

Global Securitized Real Estate, REITs, Benchmark, Index Characteristics

2.

Securitized Real Estate and its Link With Financial Assets and Real Estate: An International Analysis

Journal of Real Estate Literature, Vol. 15, No. 1, 2007
Number of pages: 27 Posted: 18 Oct 2007 Last Revised: 29 Nov 2009
Martin Hoesli and Camilo Serrano
University of Geneva - Geneva School of Economics and Management (GSEM) and IAZI AG - CIFI SA
Downloads 410 (84,947)

Abstract:

Loading...

Multifactor Models, Betas, Pure Factors, Securitized Real Estate

Are Securitized Real Estate Returns More Predictable than Stock Returns?

Journal of Real Estate Finance and Economics, Forthcoming, Swiss Finance Institute Research Paper No. 08-27
Number of pages: 41 Posted: 20 Oct 2008 Last Revised: 25 Sep 2009
Camilo Serrano and Martin Hoesli
IAZI AG - CIFI SA and University of Geneva - Geneva School of Economics and Management (GSEM)
Downloads 378 (92,613)
Citation 1

Abstract:

Loading...

Predictability, Time Series Models, ARMA-EGARCH, REITs, Securitized Real Estate

Are Securitized Real Estate Returns More Predictable than Stock Returns?

Journal of Real Estate Finance and Economics, Vol. 41, No. 2, 2010
Posted: 06 Apr 2010
Camilo Serrano and Martin Hoesli
IAZI AG - CIFI SA and University of Geneva - Geneva School of Economics and Management (GSEM)

Abstract:

Loading...

Predictability, Time Series Models, ARMA-EGARCH, REITs, Securitized real estate

4.

Linkages between Direct and Securitized Real Estate

Swiss Finance Institute Research Paper No. 09-26, 22nd Australasian Finance and Banking Conference 2009
Number of pages: 38 Posted: 07 Jul 2009 Last Revised: 30 May 2017
Elias Oikarinen, Martin Hoesli and Camilo Serrano
University of Turku, Department of Economics, University of Geneva - Geneva School of Economics and Management (GSEM) and IAZI AG - CIFI SA
Downloads 377 (93,693)
Citation 6

Abstract:

Loading...

cointegration, Vector Error-Correction Models, direct real estate, securitized real estate, REITs, diversification

Fractional Cointegration Analysis of Securitized Real Estate

Journal of Real Estate Finance and Economics, Forthcoming, Swiss Finance Institute Research Paper No. 09-08
Number of pages: 35 Posted: 22 Mar 2009 Last Revised: 19 Dec 2009
Camilo Serrano and Martin Hoesli
IAZI AG - CIFI SA and University of Geneva - Geneva School of Economics and Management (GSEM)
Downloads 302 (119,118)
Citation 1

Abstract:

Loading...

Fractional Cointegration, Fractionally Integrated Error Correction Model (FIECM), Forecasting, Multifactor Models, Securitized Real Estate, REITs

Fractional Cointegration Analysis of Securitized Real Estate

Journal of Real Estate Finance and Economics, Vol. 44, No. 3, 2012
Posted: 24 Feb 2012
Camilo Serrano and Martin Hoesli
IAZI AG - CIFI SA and University of Geneva - Geneva School of Economics and Management (GSEM)

Abstract:

Loading...

Fractional cointegration, Fractionally integrated error correction model (FIECM), Forecasting, Multifactor models, Securitized real estate, REITs

6.

Forecasting EREIT Returns

Journal of Real Estate Portfolio Management, Vol. 13, No. 4, 2007, Swiss Finance Institute Research Paper No. 07-35
Number of pages: 37 Posted: 17 Oct 2007 Last Revised: 25 Sep 2009
Camilo Serrano and Martin Hoesli
IAZI AG - CIFI SA and University of Geneva - Geneva School of Economics and Management (GSEM)
Downloads 298 (121,469)

Abstract:

Loading...

Forecasting, Multifactor Models, EREITs, Securitized Real Estate

7.

Do Public Real Estate Returns Really Lead Private Returns?

Swiss Finance Institute Research Paper No. 10-47
Number of pages: 45 Posted: 25 Nov 2010 Last Revised: 10 Dec 2013
Elias Oikarinen, Martin Hoesli and Camilo Serrano
University of Turku, Department of Economics, University of Geneva - Geneva School of Economics and Management (GSEM) and IAZI AG - CIFI SA
Downloads 255 (142,726)
Citation 3

Abstract:

Loading...

Direct Real Estate; Securitized Real Estate; REITs; Vector Error-Correction Models; Generalized Impulse Response Function; Dynamics; Escrow Lag

8.

Housing and its Role in the Household Portfolio in Colombia

Swiss Finance Institute Research Paper No. 10-01
Number of pages: 29 Posted: 12 Jan 2010
Camilo Serrano and Martin Hoesli
IAZI AG - CIFI SA and University of Geneva - Geneva School of Economics and Management (GSEM)
Downloads 101 (309,705)
Citation 1

Abstract:

Loading...

Housing, Home Ownership, Household Portfolio, Modern Portfolio Theory, Efficient Frontiers, Colombia