SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Hedged REIT Index and Mixed-Asset Portfolios
11 references·0 citing·32 second hop
The Hedged REIT Index and Mixed-Asset Portfolios (1996)The Hedged REIT Index and Mixed-Asset Por…The Historical Performance of Real Estate Investment Trusts (1995)The Historical Performance of…The Allocation of Real Estate to Future Mixed-Asset Institutional Portfolios (1992)The Allocation of Real Estate…On the exclusion of real estate from the market portfolio (1990)On the exclusion of real esta…Equity Real Estate Investment Trusts and Real Estate Returns (1990)Equity Real Estate Investment…Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)Estimating Real Estate's Syst…Bias in Appraisal‐Based Returns (1989)Bias in Appraisal‐Based Retur…A Note on the use of Appraisal Data in Indexes of Performance Measurement (1988)A Note on the use of Appraisa…Portfolio Diversification and Return Benefits— Common Stock vs. Real Estate Investment Trusts (REITs) (1987)Portfolio Diversification and…Is Time Travel Impossible? A Financial Proof (1986)Is Time Travel Impossible? A …20% in Real Estate (1984)20% in Real EstateA New View of Business Cycle Dynamic (1976)A New View of Business Cycle …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Real Estate Investment Funds: Performance and Portfolio Considerations (1984)Risk and Return on Real Estate: Evidence from Equity REITs (1990)Hotel Real Estate Investment Trusts' Risk Features and Beta Determinants (2002)Investor Sentiment and REIT Returns (2008)Fields of Gold (2020)Stocks, bonds, bills, and inflation yearbook (1993)The diverging role of the systematic risk factors: evidence from real estate stock markets (2015)The arbitrage theory of capital asset pricing (1976)The predictability of returns on equity REITs and their co-movement with other assets (1992)What Does the Stock Market Tell Us About Real Estate Returns? (1992)Further Evidence on the Integration of REIT, Bond, and Stock Returns (2000)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)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)Diversification Categories in Investment Real Estate (1986)Illiquidity and Pricing Biases in the Real Estate Market (2007)Some Studies of Variability of Returns on Investments in Common Stocks (1970)Selling Price and Marketing Time in the Residential Real Estate Market (1989)The Impact of Landfills on Residential Property Values (1992)Can Private Real Estate Portfolios Be Rebalanced/Diversified Using Equity REIT Shares? (2001)If time travel to our location is possible, we do not live in a branching universe (2017)Time Travel (2020)Asset pricing and the bid-ask spread (1986)Diversification Issues in Real Estate Investment (1999)Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)Real Estate Valuation: The Effect of Market and Property Cycles (1994)Property shares, appraisals and the stock market: An international perspective (1996)Unit Roots and Structural Change (2011)
this work references cited by second hop

References

  • 1990Equity Real Estate Investment Trusts and Real Estate Returns253 cited
  • 1989Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns185 cited
  • 198420% in Real Estate124 cited
  • 1989Bias in Appraisal‐Based Returns121 cited
  • 1995The Historical Performance of Real Estate Investment Trusts117 cited
  • 1988A Note on the use of Appraisal Data in Indexes of Performance Measurement93 cited
  • 1987Portfolio Diversification and Return Benefits— Common Stock vs. Real Estate Investment Trusts (REITs)90 cited
  • 1986Is Time Travel Impossible? A Financial Proof46 cited
  • 1992The Allocation of Real Estate to Future Mixed-Asset Institutional Portfolios31 cited
  • 1990On the exclusion of real estate from the market portfolio20 cited
  • 1976A New View of Business Cycle Dynamic13 cited

Cited by

No citing works inside the corpus for this window.

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