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Currency Swaps and International Real Estate Investment
15 references·3 citing·45 second hop
Currency Swaps and International Real Estate Investment (1997)Currency Swaps and International Real Est…Modern Investment Theory (2014)Modern Investment TheoryEstimating Market Values from Appraised Values without Assuming an Efficient Market (1993)Estimating Market Values from…Diversification Benefits of U.S. Real Estate to Foreign Investors (1991)Diversification Benefits of U…Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection (1988)Exchange Rate Uncertainty, Fo…Real Estate Returns: A Comparison with Other Investments (1984)Real Estate Returns: A Compar…Deviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…Stocks, bonds, bills, and inflation : the past and the future (1982)Stocks, bonds, bills, and inf…International finance and trade (1979)International finance and tra…Price Level Variations as Predictors of Flexible Exchange Rates (1977)Price Level Variations as Pre…SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (1976)SIMPLE CRITERIA FOR OPTIMAL P…The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure (1974)The International Pricing of …Session Topic: Capital Asset Pricing Models in an International Context (1974)Session Topic: Capital Asset …Purchasing Power Parity As An Explanation of Long-Term Changes In Exchange Rates (1970)Purchasing Power Parity As An…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Portfolio Selection (1952)Portfolio SelectionModelling Foreign Real Estate Investment: The Spanish Case (2008)Modelling Foreign Real Estate…Simulating Currency Risk on Private Investments in Real Estate (2006)Simulating Currency Risk on P…An Empirical Study of Derivatives use in the REIT Industry (1999)An Empirical Study of Derivat…The Efficiency of the Market for Single-Family Homes (1988)Forecasting Prices and Excess Returns in the Housing Market (1990)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)Price Discovery in American and British Property Markets (1995)Strategic asset allocation with liabilities: Beyond stocks and bonds (2008)Portfolio Selection: Efficient Diversification of Investments (1959)Why Not Diversify Internationally Rather Than Domestically? (1974)Does industrial structure explain the benefits of international diversification? (1994)International comovement of stock market returns: A wavelet analysis (2009)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)How to Use Security Analysis to Improve Portfolio Selection (1973)Delegated portfolio management (1985)A Brief History of Downside Risk Measures (1999)Multi-objective stochastic programming for portfolio selection (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS (1974)International Listings and Stock Returns: Some Empirical Evidence (1988)Can the Gains from International Diversification Be Achieved without Trading Abroad? (1999)How Far Can We Push The "Law of One Price"? (1976)Purchasing power parity (1978)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)The Economics of Exchange Rates (2003)The arbitrage theory of capital asset pricing (1976)Diversification Categories in Investment Real Estate (1986)Price formation and the appraisal function in real estate markets (1991)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)International Diversification of Investment Portfolios (1970)An Analytic Derivation of the Efficient Portfolio Frontier (1972)International Portfolio Choice and Corporation Finance: A Synthesis (1983)The sensitivity of bank stock returns to market, interest and exchange rate risks (1992)Currency Hedging for International Portfolios (1993)Systematic Risk of the Multinational Corporation (1998)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market (1989)Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001)Real Estate Returns and Inflation (1987)Earnings and Risk Changes Surrounding Primary Stock Offers (1990)Illiquidity and Pricing Biases in the Real Estate Market (2007)
this work references cited by second hop

References

  • 1952Portfolio Selection4,609 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1993Estimating Market Values from Appraised Values without Assuming an Efficient Market420 cited
  • 1974Session Topic: Capital Asset Pricing Models in an International Context366 cited
  • 1988Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection360 cited
  • 1974The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure356 cited
  • 1984Real Estate Returns: A Comparison with Other Investments335 cited
  • 1976SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION317 cited
  • 1982Stocks, bonds, bills, and inflation : the past and the future170 cited
  • 1979International finance and trade161 cited
  • 1970Purchasing Power Parity As An Explanation of Long-Term Changes In Exchange Rates82 cited
  • 1991Diversification Benefits of U.S. Real Estate to Foreign Investors73 cited
  • 2014Modern Investment Theory64 cited
  • 1977Price Level Variations as Predictors of Flexible Exchange Rates46 cited

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Cited by

  • 2008Modelling Foreign Real Estate Investment: The Spanish Case67 cited
  • 1999An Empirical Study of Derivatives use in the REIT Industry25 cited
  • 2006Simulating Currency Risk on Private Investments in Real Estate20 cited