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Refining the Analysis of Regional Diversification for Income-Producing Real Estate
6 references·16 citing·37 second hop
Refining the Analysis of Regional Diversification for Income-Producing Real Estate (1987)Refining the Analysis of Regional Diversi…Real Estate Returns and Inflation (1987)Real Estate Returns and Infla…Diversification Categories in Investment Real Estate (1986)Diversification Categories in…Real Estate Returns: A Comparison with Other Investments (1984)Real Estate Returns: A Compar…Real Estate Investment Funds: Performance and Portfolio Considerations (1984)Real Estate Investment Funds:…The Nine Nations of North America (1983)The Nine Nations of North Ame…Historic Returns and Institutional Real Estate Portfolios (1982)Historic Returns and Institut…Geographic Portfolio Allocations, Property Selection and Performance Attribution in Public and Private Real Estate Markets (2016)Geographic Portfolio Allocati…Asset Location, Timing Ability and the Cross‐Section of Commercial Real Estate Returns (2016)Asset Location, Timing Abilit…The Risk and Return Profile of Asian Real Estate Stocks (2006)The Risk and Return Profile o…Why Real Estate? (2001)Why Real Estate?Diversification Issues in Real Estate Investment (1999)Diversification Issues in Rea…Diversification by sector, region or function? A mean absolute deviation optimisation (1998)Diversification by sector, re…The Stability of the Covariances of International Property Share Returns (1996)The Stability of the Covarian…Risk and Real Estate Investment: An International Perspective (1996)Risk and Real Estate Investme…The Historical Environment of Real Estate Returns (1995)The Historical Environment of…Real estate portfolio diversification by property type and region (1995)Real estate portfolio diversi…Clustering Methods for Real Estate Portfolios (1995)Clustering Methods for Real E…Real Estate Valuation: The Effect of Market and Property Cycles (1994)Real Estate Valuation: The Ef…Refining Economic Diversification Strategies for Real Estate Portfolios (1993)Refining Economic Diversifica…Real Estate Portfolio Diversification Using Economic Diversification (1992)Real Estate Portfolio Diversi…House Price Indexes: Issues and Results (1991)House Price Indexes: Issues a…Retail Leasing: The Determinants of Shopping Center Rents (1990)Retail Leasing: The Determina…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Asset returns and inflation (1977)Economic Forces and the Stock Market (1986)Returns and Risk on Real Estate and Other Investments: More Evidence (2001)Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value (2009)Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets (2012)Regional science and urban economics (1975)Exact and superlative index numbers (1976)The baby boom, the baby bust, and the housing market (1989)Estimating house price appreciation: A comparison of methods (1992)Collateral Damage: Refinancing Constraints and Regional Recessions (1997)Assessing the Performance of Real Estate Auctions (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)The arbitrage theory of capital asset pricing (1976)Price formation and the appraisal function in real estate markets (1991)COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust Data, 1972-1991 (1994)Real Estate Cycles and Their Strategic Implications for Investors and Portfolio Managers in the Global Economy (1999)Short- Term Interest Rates as Predictors of Inflation (2021)Mutual Fund Performance (1966)An Empirical Evaluation of Alternative Portfolio-Selection Models (1967)Portfolio Theory and Capital Markets. (1972)An Analysis of Office Market Rents: Some Empirical Evidence (1990)Price discrimination in shopping center leases (1992)Forecasting Models of Retail Rents (2000)Percentage Rent in Retail Leasing: The Alignment of Landlord–Tenant Interests (2000)PORTFOLIO SELECTION* (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Real Estate Portfolio Analysis under Conditions of Non-Normality: The Case of NCREIF (1997)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)International Evidence on Real Estate Securities as an Inflation Hedge (1997)The Nine Nations of North America and the Value Basis of Geographic Segmentation (1986)Culture: a fourth dimension of group support systems (1994)Geography, Networks, and Knowledge Flow (2007)
this work references cited by second hop

References

  • 1983The Nine Nations of North America414 cited
  • 1984Real Estate Returns: A Comparison with Other Investments335 cited
  • 1986Diversification Categories in Investment Real Estate266 cited
  • 1984Real Estate Investment Funds: Performance and Portfolio Considerations224 cited
  • 1987Real Estate Returns and Inflation217 cited
  • 1982Historic Returns and Institutional Real Estate Portfolios126 cited

Cited by

  • 1999Diversification Issues in Real Estate Investment140 cited
  • 1991House Price Indexes: Issues and Results121 cited
  • 1995Real estate portfolio diversification by property type and region112 cited
  • 1990Retail Leasing: The Determinants of Shopping Center Rents109 cited
  • 1993Refining Economic Diversification Strategies for Real Estate Portfolios104 cited
  • 1994Real Estate Valuation: The Effect of Market and Property Cycles100 cited
  • 1995Clustering Methods for Real Estate Portfolios85 cited
  • 1992Real Estate Portfolio Diversification Using Economic Diversification83 cited
  • 2001Why Real Estate?82 cited
  • 1996

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Risk and Real Estate Investment: An International Perspective
72 cited
  • 1995The Historical Environment of Real Estate Returns61 cited
  • 1996The Stability of the Covariances of International Property Share Returns60 cited
  • 1998Diversification by sector, region or function? A mean absolute deviation optimisation57 cited
  • 2006The Risk and Return Profile of Asian Real Estate Stocks51 cited
  • 2016Geographic Portfolio Allocations, Property Selection and Performance Attribution in Public and Private Real Estate Markets47 cited
  • 2016Asset Location, Timing Ability and the Cross‐Section of Commercial Real Estate Returns40 cited