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Diversification Benefits of U.S. Real Estate to Foreign Investors
7 references·12 citing·42 second hop
Diversification Benefits of U.S. Real Estate to Foreign Investors (1991)Diversification Benefits of U.S. Real Est…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 United States market wealth portfolio* (1979)The United States market weal…A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)A critique of the asset prici…SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (1976)SIMPLE CRITERIA FOR OPTIMAL P…Systematic Elements in the Linkage of National Stock Market Indices (1973)Systematic Elements in the Li…International Diversification of Investment Portfolios (1970)International Diversification…International Real Estate Investment and Urban Development: An Analysis of Korean Activities in Hanoi, Vietnam (2020)International Real Estate Inv…International Direct Real Estate Investment: A Review of the Literature (2003)International Direct Real Est…Long-Term Dependencies and Long Run Non-Periodic Co-Cycles: Real Estate and Stock Markets (1999)Long-Term Dependencies and Lo…Currency swaps as a hedging technique for an international real estate investment (1997)Currency swaps as a hedging t…Currency Swaps and International Real Estate Investment (1997)Currency Swaps and Internatio…Risk and Real Estate Investment: An International Perspective (1996)Risk and Real Estate Investme…Using forward contracts to hedge foreign investment in US real estate (1995)Using forward contracts to he…The role of international property in investment portfolios (1995)The role of international pro…Real Estate Allocation in Pension Fund Portfolios (1995)Real Estate Allocation in Pen…Currency risk and international property investments (1995)Currency risk and internation…Overseas Property Investments (1994)Overseas Property InvestmentsHedging Foreign Investments in U.S. Real Estate with Currency Options (1993)Hedging Foreign Investments i…Portfolio Selection: Efficient Diversification of Investments (1959)The Risk-Return Attributes of International Real Estate Equities (1991)International Direct Real Estate Investments as Alternative Portfolio Assets for Institutional Investors: An evaluation (1995)Globalization, integration and commercial property. Evidence from the UK (1999)The Rise of the Western World (1973)Institutions, Institutional Change and Economic Performance (1991)Corruption (1993)Global Financial Integration and Real Estate Security Returns (2008)The Determinants of International Commercial Real Estate Investment (2011)REIT Operational Efficiency: Performance, Risk, and Return (2018)Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)Why Not Diversify Internationally Rather Than Domestically? (1974)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)International comovement of stock market returns: A wavelet analysis (2009)Equilibrium in a Capital Asset Market (1966)The arbitrage theory of capital asset pricing (1976)Diversification Categories in Investment Real Estate (1986)Real Estate Returns and Inflation (1987)Price formation and the appraisal function in real estate markets (1991)Assessing Risk for International Real Estate Investments (1996)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Modelling Foreign Real Estate Investment: The Spanish Case (2008)Artificial neural network in property valuation: application framework and research trend (2017)Behavioral Real Estate (2017)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Portfolio Selection (1952)How to Use Security Analysis to Improve Portfolio Selection (1973)Delegated portfolio management (1985)A Brief History of Downside Risk Measures (1999)Multi-objective stochastic programming for portfolio selection (2005)Comovement of International Equity Markets: A Taxonomic Approach (1976)The Intertemporal Relation Between the U. S. and Japanese Stock Markets (1990)Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle (2000)Commercial Real Estate Returns (1984)Real Estate Valuation: The Effect of Market and Property Cycles (1994)A Long Run House Price Index: TheHerengracht Index, 1628–1973 (1997)
this work references cited by second hop

References

  • 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1984Real Estate Returns: A Comparison with Other Investments335 cited
  • 1976SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION317 cited
  • 1984Real Estate Investment Funds: Performance and Portfolio Considerations224 cited
  • 1973Systematic Elements in the Linkage of National Stock Market Indices216 cited
  • 1979The United States market wealth portfolio*73 cited

Cited by

  • 2003International Direct Real Estate Investment: A Review of the Literature139 cited
  • 1996Risk and Real Estate Investment: An International Perspective72 cited
  • 1994Overseas Property Investments66 cited
  • 1995The role of international property in investment portfolios63 cited
  • 1999Long-Term Dependencies and Long Run Non-Periodic Co-Cycles: Real Estate and Stock Markets62 cited
  • 1997Currency Swaps and International Real Estate Investment41 cited
  • 1993Hedging Foreign Investments in U.S. Real Estate with Currency Options38 cited
  • 2020International Real Estate Investment and Urban Development: An Analysis of Korean Activities in Hanoi, Vietnam

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37 cited
  • 1995Real Estate Allocation in Pension Fund Portfolios32 cited
  • 1995Currency risk and international property investments30 cited
  • 1995Using forward contracts to hedge foreign investment in US real estate26 cited
  • 1997Currency swaps as a hedging technique for an international real estate investment15 cited