Academic Research

Academic Papers

Alex Moss

  • Farrelly, K. and Moss, A. (2025). The Dynamic Impact of Macro Factors on the Performance of Blended Real Estate Equity Strategies.

    The Journal of Portfolio Management, 51(11), pp. 142-155. doi:10.3905/jpm.2025.51.11.142

    [publisher’s website]

  • Newell, G., Nanda, A. and Moss, A. (2023). Improving the benchmarking of ESG in real estate investment. Journal of Property Investment & Finance, 41(4), pp. 380-405. doi:10.1108/jpif-10-2021-0084

    [publisher’s website]

  • Farrelly, K. and Moss, A. (2021). Reexamining the Real Estate Quadrants. The Journal of Portfolio Management, 47(10), pp. 62-74. doi:10.3905/jpm.2021.1.271

    [publisher’s website]

  • Moss, A., Clare, A., Thomas, S. and Seaton, J. (2017). Can sector-specific REIT strategies outperform a diversified benchmark? Journal of European Real Estate Research, 10(3), pp. 366-383. doi:10.1108/jerer-11-2016-0042

    [publisher’s website]

  • Hoesli, M., Milcheva, S. and Moss, A. (2017). Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study. Journal of Real Estate Finance and Economics. doi:10.1007/s11146-017-9634-z

    [publisher’s website]

  • Lux, N. and Moss, A. (2016). Liquidity in global real estate securities markets. Journal of Property Investment & Finance, 34(4), pp. 321-346. doi:10.1108/jpif-11-2015-0078

    [publisher’s website]

  • Moss, A., Clare, A., Thomas, S. and Seaton, J. (2016). The Blended Approach to Real Estate Allocations: Performance Implications of Combining an Exposure to German Spezialfonds with Global Listed Real Estate Securities. Alternative Investment Analysts' Review, 4(4), pp. 17-23

    [publisher’s website]

  • Moss, A. and Farrelly, K. (2015). The performance of a blended real estate portfolio for UK DC investors. Journal of Property Investment & Finance, 33(2), pp. 156-168. doi:10.1108/jpif-10-2014-0064

    [publisher’s website]

      • Nicole Lux

    1. Andrew, M., Culley, J., Lux, N. and Skouralis, A. (2025). Climate Risk, insurance retreat and mortgage exposure: implications for UK households and housing finance. Housing Finance International, Summer 2025, pp. 27-34

      [publisher’s website]

    2. Kladakis, G., Lux, N. and Skouralis, A. (2025). Exploring the non-linear dynamics between Commercial Real Estate and systemic risk. Journal of Empirical Finance, 82, pp. 101607-101607. doi:10.1016/j.jempfin.2025.101607

      [publisher’s website]

    3. Skouralis, A., Lux, N. and Andrew, M. (2024). Does flood risk affect property prices? Evidence from a property-level flood score. Journal of Housing Economics, 66, pp. 102027-102027. doi:10.1016/j.jhe.2024.102027

      [publisher’s website]

    4. Tsolacos, S. and Lux, N. (2022). Modelling credit spreads on commercial mortgage loans. Journal of European Real Estate Research, 15(3), pp. 332-350. doi:10.1108/jerer-04-2021-0022

      [publisher’s website]

    5. Lux, N. and Tsolacos, S. (2021). Loan Characteristics as Predictors of Default in Commercial Mortgage Portfolios. International Journal of Economics and Financial Research, 7(1), pp. 1-4. doi:10.32861/ijefr.71.1.4

      [publisher’s website]

    6. Wu, Y. and Lux, N. (2018). U.K. House Prices: Bubbles or Market Efficiency? Evidence from Regional Analysis. Journal of Risk and Financial Management, 11(3), pp. 54-54. doi:10.3390/jrfm11030054

      [publisher’s website]

    7. Lux, N. and Moss, A. (2016). Liquidity in global real estate securities markets. Journal of Property Investment & Finance, 34(4), pp. 321-346. doi:10.1108/jpif-11-2015-0078

      [publisher’s website]

    8. Moss, A. and Lux, N. (2014). The impact of liquidity on the valuation of European real estate securities. Journal of European Real Estate Research, 7(2), pp. 139-157. doi:10.1108/jerer-12-2013-0026

      [publisher’s website]