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Clustering Methods for Real Estate Portfolios
7 references·0 citing·33 second hop
Clustering Methods for Real Estate Portfolios (1995)Clustering Methods for Real Estate Portfo…Computing efficient frontiers using estimated parameters (1993)Computing efficient frontiers…Refining the Analysis of Regional Diversification for Income-Producing Real Estate (1987)Refining the Analysis of Regi…Diversification Categories in Investment Real Estate (1986)Diversification Categories in…Bayes-Stein Estimation for Portfolio Analysis (1986)Bayes-Stein Estimation for Po…International Portfolio Diversification with Estimation Risk (1985)International Portfolio Diver…Improved Forecasting Through the Design of Homogeneous Groups (1971)Improved Forecasting Through …PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*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)Modern Portfolio Theory and Investment Analysis. (1982)Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal? (1989)Incorporating estimation errors into portfolio selection: Robust portfolio construction (2006)An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints (2009)Robust portfolios: contributions from operations research and finance (2009)Portfolio Selection: Efficient Diversification of Investments. (1962)International Diversification of Investment Portfolios (1970)On estimating the expected return on the market (1980)Portfolio Selection and Asset Pricing Models (2000)Stock return predictability and model uncertainty (2002)60 Years of portfolio optimization: Practical challenges and current trends (2013)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)Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)International Evidence on Real Estate Securities as an Inflation Hedge (1997)Portfolio Selection: Efficient Diversification of Investments (1959)An Analytic Derivation of the Efficient Portfolio Frontier (1972)On the Predictability of Stock Returns: An Asset‐Allocation Perspective (1996)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)The Properties of Equally Weighted Risk Contribution Portfolios (2010)Levels of complexity in financial markets (2001)Dynamic Style Preferences of Individual Investors and Stock Returns (2005)Horses for Courses: Mean-Variance for Asset Allocation and 1/N for Stock Selection (2019)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1986Bayes-Stein Estimation for Portfolio Analysis960 cited
  • 1985International Portfolio Diversification with Estimation Risk672 cited
  • 1993Computing efficient frontiers using estimated parameters273 cited
  • 1986Diversification Categories in Investment Real Estate266 cited
  • 1987Refining the Analysis of Regional Diversification for Income-Producing Real Estate155 cited
  • 1971Improved Forecasting Through the Design of Homogeneous Groups67 cited

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