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Real Estate Diversification Benefits
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Real Estate Diversification Benefits (1997)Real Estate Diversification BenefitsTemporal Aggregation in Real Estate Return Indices (1993)Temporal Aggregation in Real …Smoothing Bias in In-House Appraisal-Based Returns of Open-End Real Estate Funds (1993)Smoothing Bias in In-House Ap…Transactions‐Driven Commercial Real Estate Returns: The Panacea to Asset Allocation Models? (1992)Transactions‐Driven Commercia…Real Estate Portfolio Diversification Using Economic Diversification (1992)Real Estate Portfolio Diversi…Price formation and the appraisal function in real estate markets (1991)Price formation and the appra…Inferring an Investment Return Series for Real Estate from Observations on Sales (1989)Inferring an Investment Retur…Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)Estimating Real Estate's Syst…Refining the Analysis of Regional Diversification for Income-Producing Real Estate (1987)Refining the Analysis of Regi…How Many Stocks Make a Diversified Portfolio? (1987)How Many Stocks Make a Divers…Diversification Categories in Investment Real Estate (1986)Diversification Categories in…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Risk Reduction and Portfolio Size: An Analytical Solution (1977)Risk Reduction and Portfolio …ESSENTIALS OF PORTFOLIO DIVERSIFICATION STRATEGY (1970)ESSENTIALS OF PORTFOLIO DIVER…TEST OF PORTFOLIO BUILDING RULES (1969)TEST OF PORTFOLIO BUILDING RU…DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS* (1968)DIVERSIFICATION AND THE REDUC…General Proof that Diversification Pays (1967)General Proof that Diversific…Measuring the Effectiveness of Geographical Diversification (2007)Measuring the Effectiveness o…The Nine Nations of North America (1983)Real Estate Returns: A Comparison with Other Investments (1984)House Price Indexes: Issues and Results (1991)Real estate portfolio diversification by property type and region (1995)Diversification Issues in Real Estate Investment (1999)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Empirical Test of the Consumption-Oriented CAPM (1989)Risk and Return on Real Estate: Evidence from Equity REITs (1990)What Does the Stock Market Tell Us About Real Estate Returns? (1992)The Integration of Commercial Real Estate Markets and Stock Markets (1999)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Asset returns and inflation (1977)International Evidence on Real Estate Securities as an Inflation Hedge (1997)Liquidity Preference as Behavior Towards Risk (1958)Cardinal Utility, Portfolio Selection and Taxation (1960)An Analytic Derivation of the Efficient Portfolio Frontier (1972)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Safety First and the Holding of Assets (1952)Portfolio Selection: Efficient Diversification of Investments (1959)BEYOND DICHOTOMY: THE CURVILINEAR RELATIONSHIP BETWEEN SOCIAL RESPONSIBILITY AND FINANCIAL PERFORMANCE (2006)A Regression Method for Real Estate Price Index Construction (1963)Price Indexes and Quality Change (1971)The Efficiency of the Market for Single-Family Homes (1988)Unsmoothing British valuation‐based returns without assuming an efficient market (1994)Appraisal Smoothing: The Other Side of the Story (1998)Housing Price Dispersion: An Empirical Investigation (2006)Information, trade and common knowledge (1982)Perfect Equilibrium in a Bargaining Model (1982)Value indices of commercial real estate: A comparison of index construction methods (1994)Price Discovery in American and British Property Markets (1995)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Why Not Diversify Internationally Rather Than Domestically? (1974)On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results (1991)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Theory of Financial Decision Making. (1988)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)
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References

  • 1982Modern Portfolio Theory and Investment Analysis.3,036 cited
  • 1987How Many Stocks Make a Diversified Portfolio?609 cited
  • 1968DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS*588 cited
  • 1967General Proof that Diversification Pays377 cited
  • 1991Price formation and the appraisal function in real estate markets329 cited
  • 1977Risk Reduction and Portfolio Size: An Analytical Solution278 cited
  • 1986Diversification Categories in Investment Real Estate266 cited
  • 1989Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns185 cited
  • 1987Refining the Analysis of Regional Diversification for Income-Producing Real Estate155 cited
  • 1993Temporal Aggregation in Real Estate Return Indices136 cited
  • 1989Inferring an Investment Return Series for Real Estate from Observations on Sales101 cited
  • 1992Real Estate Portfolio Diversification Using Economic Diversification83 cited
  • 1970ESSENTIALS OF PORTFOLIO DIVERSIFICATION STRATEGY68 cited
  • 1992Transactions‐Driven Commercial Real Estate Returns: The Panacea to Asset Allocation Models?64 cited
  • 1969TEST OF PORTFOLIO BUILDING RULES51 cited

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  • 1993Smoothing Bias in In-House Appraisal-Based Returns of Open-End Real Estate Funds21 cited
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    • 2007Measuring the Effectiveness of Geographical Diversification53 cited