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The Relative Importance of Property Type and Regional Factors in Real Estate Returns
7 references·1 citing·31 second hop
The Relative Importance of Property Type and Regional Factors in Real Estate Returns (2001)The Relative Importance of Property Type …Homogeneous Commercial Property Market Groupings and Portfolio Construction in the United Kingdom (2000)Homogeneous Commercial Proper…Diversification by sector, region or function? A mean absolute deviation optimisation (1998)Diversification by sector, re…The Spatial Dimensions of the Investment Performance of UK Commercial Property (1997)The Spatial Dimensions of the…National versus Global Influences on Equity Returns (1996)National versus Global Influe…Does industrial structure explain the benefits of international diversification? (1994)Does industrial structure exp…Real Estate Investment Acquisition Rules for Life Insurance Companies and Pension Funds: A Survey (1984)Real Estate Investment Acquis…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Spanish reits as an investment vehicle and financing source of the real state activity (2012)Spanish reits as an investmen…Commercial Real Estate Returns (1984)Diversification Categories in Investment Real Estate (1986)Real estate portfolio diversification by property type and region (1995)Explaining Real Commercial Rents Using an Error Correction Model with Panel Data (2002)PORTFOLIO SELECTION* (1952)Portfolio Selection: Efficient Diversification of Investments (1959)The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios (2006)A Review of Goal Programming for Portfolio Selection (2010)The United States market wealth portfolio* (1979)The theory and practice of finance in the 1990s (1993)Determinants of US investment in real estate abroad (2000)Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)International Diversification of Investment Portfolios (1970)International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Momentum Strategies (1998)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Default Risk in Equity Returns (2004)Globalization, Institutions, and Regional Development in Europe (1995)Building Institutional Capacity through Collaborative Approaches to Urban Planning (1998)Regional Systems of Innovation: An Evolutionary Perspective (1998)Risk Reduction and Diversification in UK Commercial Property Portfolios (2007)The Changing Importance of Sector and Regional Factors in Real Estate Returns: 1987–2002 (2007)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Common risk factors in the returns on stocks and bonds (1993)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)The Increasing Importance of Industry Factors (2000)The Rise of Sector Effects in Major Equity Markets (2000)Comovement in international equity markets: A sectoral view (2005)
this work references cited by second hop

References

  • 1962Portfolio Selection: Efficient Diversification of Investments.3,698 cited
  • 1994Does industrial structure explain the benefits of international diversification?746 cited
  • 1996National versus Global Influences on Equity Returns162 cited
  • 1984Real Estate Investment Acquisition Rules for Life Insurance Companies and Pension Funds: A Survey72 cited
  • 2000Homogeneous Commercial Property Market Groupings and Portfolio Construction in the United Kingdom64 cited
  • 1997The Spatial Dimensions of the Investment Performance of UK Commercial Property59 cited
  • 1998Diversification by sector, region or function? A mean absolute deviation optimisation57 cited

Cited by

  • 2012Spanish reits as an investment vehicle and financing source of the real state activity10 cited

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