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The Risk-Return Attributes of International Real Estate Equities
11 references·9 citing·40 second hop
The Risk-Return Attributes of International Real Estate Equities (1991)The Risk-Return Attributes of Internation…How to Rate Management of Investment Funds (2012)How to Rate Management of Inv…Real Estate Risk and the Business Cycle: Evidence from Security Markets (1990)Real Estate Risk and the Busi…Gains from International Diversification: 1968-85 Returns on Portfolios of Stocks and Bonds (1987)Gains from International Dive…Diversification Categories in Investment Real Estate (1986)Diversification Categories in…Real Estate Returns: A Comparison with Other Investments (1984)Real Estate Returns: A Compar…International Equity and Bond Returns (1982)International Equity and Bond…Multinationals are Poor Tools for Diversification (1978)Multinationals are Poor Tools…AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE (1978)AMBIGUITY WHEN PERFORMANCE IS…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…Why Not Diversify Internationally Rather Than Domestically? (1974)Why Not Diversify Internation…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Investment Dynamics of the Greater China Securitized Real Estate Markets (2012)Investment Dynamics of the Gr…Lodging REIT Performance and Comparison With Other Equity REIT Returns (2009)Lodging REIT Performance and …Do Asian real estate companies add value to investment portfolio? (2009)Do Asian real estate companie…The Risk and Return Profile of Asian Real Estate Stocks (2006)The Risk and Return Profile o…The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios (2006)The Relative Effect of Proper…Risk-Adjusted Performance: A Sector Analysis of Restaurant Firms (2003)Risk-Adjusted Performance: A …Performance of hotel real estate investment trusts: a comparative analysis of Jensen indexes (2002)Performance of hotel real est…Long-Term Dependencies and Long Run Non-Periodic Co-Cycles: Real Estate and Stock Markets (1999)Long-Term Dependencies and Lo…The Effect of International Real Estate Securities on Portfolio Diversification (1998)The Effect of International R…Real Estate Investment Funds: Performance and Portfolio Considerations (1984)Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach (1986)Real Estate Cycles and Their Strategic Implications for Investors and Portfolio Managers in the Global Economy (1999)Time On-market and Price Trade-offs in High-rise Housing Sub-markets (2000)REITs and Idiosyncratic Risk (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach (1997)Mutual fund performance and seemingly unrelated assets (2002)Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis (2005)Asset returns and inflation (1977)Refining the Analysis of Regional Diversification for Income-Producing Real Estate (1987)Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)International Evidence on Real Estate Securities as an Inflation Hedge (1997)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)Optimal Multiperiod Portfolio Policies (1968)International Diversification of Investment Portfolios (1970)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Sensitivity Analysis for Mean-Variance Portfolio Problems (1991)Chapter 37 Puzzles in international financial markets (1995)Portfolio concentration and performance of institutional investors worldwide (2016)Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Does industrial structure explain the benefits of international diversification? (1994)Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)An Engine, Not a Camera (2006)Does Location Matter? An Empirical Analysis of Geographic Scope and MNC Market Valuation (2001)Internationalization and Performance: Traditional Measures and Their Decomposition (2003)What is a multinational corporation? Classifying the degree of firm-level multinationality (2010)Price formation and the appraisal function in real estate markets (1991)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)
this work references cited by second hop

References

  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1974Why Not Diversify Internationally Rather Than Domestically?899 cited
  • 1978AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE439 cited
  • 1984Real Estate Returns: A Comparison with Other Investments335 cited
  • 1986Diversification Categories in Investment Real Estate266 cited
  • 1987Gains from International Diversification: 1968-85 Returns on Portfolios of Stocks and Bonds215 cited
  • 1978Multinationals are Poor Tools for Diversification184 cited
  • 1990Real Estate Risk and the Business Cycle: Evidence from Security Markets90 cited
  • 1982International Equity and Bond Returns74 cited

Cited by

  • 1998The Effect of International Real Estate Securities on Portfolio Diversification67 cited
  • 1999Long-Term Dependencies and Long Run Non-Periodic Co-Cycles: Real Estate and Stock Markets62 cited
  • 2002Performance of hotel real estate investment trusts: a comparative analysis of Jensen indexes58 cited
  • 2006

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

The Risk and Return Profile of Asian Real Estate Stocks
51 cited
  • 2003Risk-Adjusted Performance: A Sector Analysis of Restaurant Firms51 cited
  • 2009Do Asian real estate companies add value to investment portfolio?45 cited
  • 2006The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios34 cited
  • 2009Lodging REIT Performance and Comparison With Other Equity REIT Returns30 cited
  • 2012Investment Dynamics of the Greater China Securitized Real Estate Markets29 cited