SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Measuring the Effectiveness of Geographical Diversification
15 references·0 citing·41 second hop
Measuring the Effectiveness of Geographical Diversification (2007)Measuring the Effectiveness of Geographic…The Bias of the RSR Estimator and the Accuracy of Some Alternatives (2002)The Bias of the RSR Estimator…An Empirical Study of Sample-Selection Bias in Indices of Commercial Real Estate (2000)An Empirical Study of Sample-…Institutional Investment in REITs: Evidence and Implications (1998)Institutional Investment in R…Real Estate Diversification Benefits (1997)Real Estate Diversification B…Real Estate Asset Allocation and the Decisionmaking Framework Used by Pension Fund Managers (1997)Real Estate Asset Allocation …Real estate is not normal: A fresh look at real estate return distributions (1995)Real estate is not normal: A …Transactions‐Driven Commercial Real Estate Returns: The Panacea to Asset Allocation Models? (1992)Transactions‐Driven Commercia…Arithmetic Repeat Sales Price Estimators (1991)Arithmetic Repeat Sales Price…Investment rules, margin, and market volatility (1989)Investment rules, margin, and…Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)Estimating Real Estate's Syst…A Note on the use of Appraisal Data in Indexes of Performance Measurement (1988)A Note on the use of Appraisa…How Many Stocks Make a Diversified Portfolio? (1987)How Many Stocks Make a Divers…Diversification Categories in Investment Real Estate (1986)Diversification Categories in…Risk Reduction and Portfolio Size: An Analytical Solution (1977)Risk Reduction and Portfolio …DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS* (1968)DIVERSIFICATION AND THE REDUC…Shareholder Activism by Institutional Investors: Evidence from CalPERS (1996)Large Shareholders as Monitors: Is There a Trade‐Off between Liquidity and Control? (1998)Ownership Structure, Speculation, and Shareholder Intervention (1998)Intra-industry momentum: the case of REITs (2003)The Cross Section of Expected REIT Returns (2003)Investor Sentiment and REIT Returns (2008)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Real Estate Returns: A Comparison with Other Investments (1984)Empirical Test of the Consumption-Oriented CAPM (1989)Risk and Return on Real Estate: Evidence from Equity REITs (1990)What Does the Stock Market Tell Us About Real Estate Returns? (1992)The Integration of Commercial Real Estate Markets and Stock Markets (1999)Portfolio Selection: Efficient Diversification of Investments. (1962)Estimation Risk and Optimal Portfolio Choice. (1980)Bias in Appraisal‐Based Returns (1989)Illiquidity and Pricing Biases in the Real Estate Market (2007)CAPITAL 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)International Evidence on Real Estate Securities as an Inflation Hedge (1997)Safety First and the Holding of Assets (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Modern Portfolio Theory and Investment Analysis. (1982)BEYOND DICHOTOMY: THE CURVILINEAR RELATIONSHIP BETWEEN SOCIAL RESPONSIBILITY AND FINANCIAL PERFORMANCE (2006)The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)Measuring Tail Thickness to Estimate the Stable Index α: A Critique (1997)The variation of certain speculative prices (1997)Diversification Issues in Real Estate Investment (1999)Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)A builder's guide to agent-based financial markets (2001)EXPECTATION BUBBLES IN A SPIN MODEL OF MARKETS: INTERMITTENCY FROM FRUSTRATION ACROSS SCALES (2001)Leverage causes fat tails and clustered volatility (2012)Why Not Diversify Internationally Rather Than Domestically? (1974)On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results (1991)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Theory of Financial Decision Making. (1988)A Spatial Model of Housing Returns and Neighborhood Substitutability (1997)Regulation and Capitalization of Environmental Amenities: Evidence from the Toxic Release Inventory in Massachusetts (2003)Two Pillars of Asset Pricing (2014)
this work references cited by second hop

References

  • 1987How Many Stocks Make a Diversified Portfolio?609 cited
  • 1968DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS*588 cited
  • 1977Risk Reduction and Portfolio Size: An Analytical Solution278 cited
  • 1986Diversification Categories in Investment Real Estate266 cited
  • 1989Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns185 cited
  • 1995Real estate is not normal: A fresh look at real estate return distributions171 cited
  • 1998Institutional Investment in REITs: Evidence and Implications146 cited
  • 1989Investment rules, margin, and market volatility142 cited
  • 1991Arithmetic Repeat Sales Price Estimators127 cited
  • 1988A Note on the use of Appraisal Data in Indexes of Performance Measurement93 cited
  • 2000An Empirical Study of Sample-Selection Bias in Indices of Commercial Real Estate68 cited
  • 1992Transactions‐Driven Commercial Real Estate Returns: The Panacea to Asset Allocation Models?64 cited
  • 2002The Bias of the RSR Estimator and the Accuracy of Some Alternatives56 cited
  • 1997Real Estate Asset Allocation and the Decisionmaking Framework Used by Pension Fund Managers44 cited
  • 1997Real Estate Diversification Benefits

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

18 cited

Cited by

No citing works inside the corpus for this window.