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Maximum drawdown and the allocation to real estate
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Maximum drawdown and the allocation to real estate (2004)Maximum drawdown and the allocation to re…To Follow or Not to Follow - An Empirical Analysis of the Returns of Actors on Social Trading Platforms (2018)To Follow or Not to Follow - …Time-Varying Diversification Effect of Real Estate in Institutional Portfolios: When Alternative Assets Are Considered (2008)Time-Varying Diversification …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)Equilibrium in a Capital Asset Market (1966)Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey (2017)Clean energy investing in public capital markets: Portfolio benefits of yieldcos (2018)Co-movement across european stock and real estate markets (2020)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)On Persistence in Mutual Fund Performance (1997)
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  • 2008Time-Varying Diversification Effect of Real Estate in Institutional Portfolios: When Alternative Assets Are Considered32 cited
  • 2018To Follow or Not to Follow - An Empirical Analysis of the Returns of Actors on Social Trading Platforms28 cited

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