Concepedia

Hedonic Return Models

Hedonic Return Models is a class of asset pricing models that decompose investment returns into implicit prices of constituent characteristics or attributes, distinguishing itself by attributing returns to underlying qualitative or quantitative features rather than aggregate market movements or discrete asset categories.

17

Publications

863

Citations

33

Authors

29

Institutions

Publications per year

2017–2026

3

Parents

Publications

17

Market segmentation and valuing amenities with hedonic models: The case of hazardous waste sites

Ryan Michaels, V. Kerry Smith · Journal of Urban Economics · 1990 · 354 citations

, , +16

The relevance of hedonic price indices

Olivier Chanel, Louis André Gérard-Varet, Victor Ginsburgh · Journal of Cultural Economics · 1996 · 124 citations

, , +12

Competing Premarital Investments

M. Peters, Aloysius Siow · Journal of Political Economy · 2002 · 41 citations · Full text

, , +16

Valuation in US Commercial Real Estate

Éric Ghysels, Alberto Plazzi, Rossen Valkanov · European Financial Management · 2007 · 41 citations

, , +15

Hedonic methods for evaluating product design and pricing strategies

Raymond S. Hartman · Journal of Economics and Business · 1989 · 39 citations

, , +16

1–5 of 17

Authors

33

  1. AS
    Aloysius Siow

    University of Toronto, Canada

    2 publications · 68 citations

    2

    h-index

  2. AP
    Alberto Plazzi

    Swiss Finance Institute, Switzerland

    2 publications · 51 citations

    2

    h-index

  3. HH
    Helen Higgs

    Griffith University, Australia

    2 publications · 59 citations

    2

    h-index

  4. ÉG
    Éric Ghysels

    University of North Carolina at Chapel Hill, United States

    2 publications · 51 citations

    2

    h-index

  5. RV
    Rossen Valkanov

    University of California San Diego, United States

    2 publications · 51 citations

    2

    h-index

1–5 of 33

Institutions

29

  1. Griffith University

    Brisbane, Australia

    2 h-index

    2 publications

    59 citations

  2. University of Toronto

    Toronto, Canada

    2 h-index

    4 publications

    136 citations

  3. University of California San Diego

    San Diego, United States

    2 h-index

    2 publications

    51 citations

  4. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    2 h-index

    2 publications

    51 citations

  5. Swiss Finance Institute

    Zurich, Switzerland

    1 h-index

    1 publications

    10 citations

  6. New York University

    New York, United States

    1 h-index

    1 publications

    29 citations

  7. Flagler College

    St. Augustine, United States

    1 h-index

    1 publications

    10 citations

  8. Environmental Protection Agency

    Washington, United States

    1 h-index

    1 publications

    354 citations

1–8 of 29

Venues

  1. Australian Economic Papers

    2 publications · 57 citations

    2

    h-index

  2. SSRN Electronic Journal

    Repository · 2 publications · 37 citations

    2

    h-index

  3. Journal of Forest Economics

    1 publications · 15 citations

    1

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 1 publications · 27 citations

    1

    h-index

  5. Journal of Cultural Economics

    1 publications · 124 citations

    1

    h-index

1–5