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The Shape of Australian Real Estate Return Distributions and Comparisons to the United States
1 references·7 citing·27 second hop
The Shape of Australian Real Estate Return Distributions and Comparisons to the United States (1997)The Shape of Australian Real Estate Retur…Real estate is not normal: A fresh look at real estate return distributions (1995)Real estate is not normal: A …House price dynamics, conditional higher-order moments, and density forecasts (2010)House price dynamics, conditi…Listed property trusts and downside systematic risk sensitivity (2008)Listed property trusts and do…Risk Reduction and Diversification in UK Commercial Property Portfolios (2007)Risk Reduction and Diversific…Revisiting Non-normal Real Estate Return Distributions by Property Type in the U.S. (2007)Revisiting Non-normal Real Es…Non‐Normal Real Estate Return Distributions by Property Type in the UK (2006)Non‐Normal Real Estate Return…REIT Property-Type Sector Integration (2000)REIT Property-Type Sector Int…Serial Persistence in Disaggregated Australian Real Estate Returns (1999)Serial Persistence in Disaggr…Systematic Risk and Diversification in the Equity REIT Market (1996)Institutional Investment in REITs: Evidence and Implications (1998)The Role of Singapore REITs in a Downside Risk Asset Allocation Framework (2003)The Role of Residential REITs in REIT Portfolios (2009)Dynamic correlations between REIT sub-sectors and the implications for diversification (2012)Portfolio Analysis in a Stable Paretian Market (1965)The Behavior of Stock-Market Prices (1965)Diversification Categories in Investment Real Estate (1986)Spanish reits as an investment vehicle and financing source of the real state activity (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)The Capital Asset Pricing Model: Theory and Evidence (2004)Generalized autoregressive conditional heteroskedasticity (1986)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Comparing Predictive Accuracy (1994)The Variation of Certain Speculative Prices (1963)Measuring Tail Thickness to Estimate the Stable Index α: A Critique (1997)The variation of certain speculative prices (1997)Diversification Issues in Real Estate Investment (1999)Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)Portfolio Selection (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios (2012)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison (1993)The Underlying Return‐Generating Factors for REIT Returns: An Application of Independent Component Analysis (2007)Illiquidity and Portfolio Risk of Thinly Traded Assets (2010)
this work references cited by second hop

References

  • 1995Real estate is not normal: A fresh look at real estate return distributions171 cited

Cited by

  • 2006Non‐Normal Real Estate Return Distributions by Property Type in the UK66 cited
  • 2007Revisiting Non-normal Real Estate Return Distributions by Property Type in the U.S.47 cited
  • 2000REIT Property-Type Sector Integration31 cited
  • 2007Risk Reduction and Diversification in UK Commercial Property Portfolios27 cited
  • 2010House price dynamics, conditional higher-order moments, and density forecasts21 cited
  • 1999Serial Persistence in Disaggregated Australian Real Estate Returns18 cited
  • 2008Listed property trusts and downside systematic risk sensitivity16 cited

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