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Impact of Pension Plan Liabilities on Real Estate Investment
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Impact of Pension Plan Liabilities on Real Estate Investment (2005)Impact of Pension Plan Liabilities on Rea…Public and Private Real Estate in a Mixed-Asset Portfolio (2003)Public and Private Real Estat…The Role of Private and Public Real Estate in Pension Plan Portfolio Allocation Choices (2001)The Role of Private and Publi…Pension‐Plan Real Estate Investment in an Asset–Liability Framework (2000)Pension‐Plan Real Estate Inve…Higher Real Estate Risk and Mixed-Asset Portfolio Performance (1997)Higher Real Estate Risk and M…Asset Allocation and Funding Policy for Corporate-Sponsored Defined-Benefit Pension Plans (1997)Asset Allocation and Funding …Funding Ratio Return (1994)Funding Ratio ReturnDiversification Categories in Investment Real Estate (1986)Diversification Categories in…20% in Real Estate (1984)20% in Real EstateCAPITAL 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)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)Real Estate Returns: A Comparison with Other Investments (1984)What Does the Stock Market Tell Us About Real Estate Returns? (1992)Value indices of commercial real estate: A comparison of index construction methods (1994)The Role of Real Estate in an Institutional Investor's Portfolio Revisited (2004)Asset allocation in Finnish pension funds (2006)The Impact of Corporate Governance on the Performance of REITs (2007)Estimating Market Values from Appraised Values without Assuming an Efficient Market (1993)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)The Integration of Commercial Real Estate Markets and Stock Markets (1999)Dynamic Interactions Between Private and Public Real Estate Markets: Some International Evidence (2010)Slicing, Dicing, and Scoping the Size of the U.S. Commercial Real Estate Market (2010)Are REITs Real Estate? Evidence from International Sector Level Data (2012)Forecasting Prices and Excess Returns in the Housing Market (1990)Smoothing in appraisal-based returns (1991)How Funding Ratios Affect Pension Plan Portfolio Allocations (2005)Real Estate in an ALM Framework: The Case of Fair Value Accounting (2010)The Changing Benefit of REITs to the Mixed-Asset Portfolio (2010)A hybrid simulation/optimisation scenario model for asset/liability management (1997)Valuation of intergenerational transfers in funded collective pension schemes (2007)The Role of Real Estate in the Portfolio Allocation Process (1996)Diversification Issues in Real Estate Investment (1999)Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)Portfolio regulation of life insurance companies and pension funds (2000)Advantages of Multiperiod Portfolio Models (2003)OR PRACTICE—Assisting Defined-Benefit Pension Plans (2008)The Environment and Performance of Real Estate Investment Trusts (2003)Strategic Asset Allocation for Pension Plans (2006)Asset Liability Modelling and Pension Schemes: The Application of Robust Optimization to USS (2014)
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References

  • 1986Diversification Categories in Investment Real Estate266 cited
  • 198420% in Real Estate124 cited
  • 1994Funding Ratio Return100 cited
  • 2003Public and Private Real Estate in a Mixed-Asset Portfolio94 cited
  • 2000Pension‐Plan Real Estate Investment in an Asset–Liability Framework67 cited
  • 2001The Role of Private and Public Real Estate in Pension Plan Portfolio Allocation Choices52 cited
  • 1997Higher Real Estate Risk and Mixed-Asset Portfolio Performance48 cited
  • 1997Asset Allocation and Funding Policy for Corporate-Sponsored Defined-Benefit Pension Plans36 cited

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