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Determining Real Estate Betas for Markets and Property Types to Set Better Investment Hurdle Rates
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Determining Real Estate Betas for Markets and Property Types to Set Better Investment Hurdle Rates (2006)Determining Real Estate Betas for Markets…Public versus Private Real Estate Equities (2003)Public versus Private Real Es…Hedge Funds with Style (2003)Hedge Funds with StyleEstimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)Estimating Real Estate's Syst…Capital Asset Pricing and Real Estate Valuation* (1982)Capital Asset Pricing and Rea…Smoothing in appraisal-based returns (1991)Estimating Market Values from Appraised Values without Assuming an Efficient Market (1993)Sample Selection Bias and Repeat-Sales Index Estimates (1997)Dynamic Interactions Between Private and Public Real Estate Markets: Some International Evidence (2010)Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts (2010)Searching for a Common Factor in Public and Private Real Estate Returns (2013)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Real Estate Returns: A Comparison with Other Investments (1984)Empirical Tests of the Consumption‐Oriented CAPM (1989)Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals (2001)Do Out‐of‐State Buyers Pay More for Real Estate? An Examination of Anchoring‐Induced Bias and Search Costs (2004)Illiquidity and Pricing Biases in the Real Estate Market (2007)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Contrarian Investment, Extrapolation, and Risk (1994)Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance (2004)What Matters for Financial Development? Capital Controls, Institutions, and Interactions (2005)Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration (2008)
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References

  • 2003Hedge Funds with Style279 cited
  • 1989Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns185 cited
  • 1982Capital Asset Pricing and Real Estate Valuation*37 cited
  • 2003Public versus Private Real Estate Equities36 cited

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