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Analyzing Real Estate Portfolio Returns
5 references·0 citing·27 second hop
Analyzing Real Estate Portfolio Returns (2005)Analyzing Real Estate Portfolio ReturnsReal Estate Opportunity Funds (2005)Real Estate Opportunity FundsPublic Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)Public Versus Private Real Es…Why Real Estate? (2001)Why Real Estate?Statistical properties of returns: Financial assets versus commercial real estate (1994)Statistical properties of ret…Real Estate Portfolio Diversification Using Economic Diversification (1992)Real Estate Portfolio Diversi…The Nine Nations of North America (1983)Diversification Categories in Investment Real Estate (1986)Refining the Analysis of Regional Diversification for Income-Producing Real Estate (1987)Applying MPT to Institutional Real Estate Portfolios: The Good, the Bad and the Uncertain (1995)Housing price dynamics: The impact of stock market sentiment and the spillover effect (2019)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Performance Persistence (1995)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Performance drivers of private real estate funds (2016)Private Equity Real Estate Funds: Returns, Risk Exposures, and Persistence (2019)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Noise (1986)Does Focus Really Matter? Specialized vs. Diversified REITs (2009)Dynamic Interactions Between Private and Public Real Estate Markets: Some International Evidence (2010)Intermediated investment management in private markets: Evidence from pension fund investments in real estate (2014)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)THE EFFICACY OF EVENT-STUDY METHODOLOGIES: MEASURING EREIT ABNORMAL PERFORMANCE UNDER CONDITIONS OF INDUCED VARIANCE (2000)Non‐Normal Real Estate Return Distributions by Property Type in the UK (2006)Smoothing in appraisal-based returns (1991)Estimating Market Values from Appraised Values without Assuming an Efficient Market (1993)A Model of Time‐on‐Market and Real Estate Price Under Sequential Search with Recall (2008)The Journal of Real Estate Finance and Economics (2013)Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey (2017)The Rate of Return on Real Estate: Long-Run Micro-Level Evidence (2021)
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References

  • 2005Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison195 cited
  • 1992Real Estate Portfolio Diversification Using Economic Diversification83 cited
  • 2001Why Real Estate?82 cited
  • 1994Statistical properties of returns: Financial assets versus commercial real estate73 cited
  • 2005Real Estate Opportunity Funds38 cited

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