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The Role of International Real Estate in Global Mixed-Asset Investment Portfolios
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The Role of International Real Estate in Global Mixed-Asset Investment Portfolios (1999)The Role of International Real Estate in …For better performance (1988)For better performanceReal estate, futures, and gold as portfolio assets (1987)Real estate, futures, and gol…20% in Real Estate (1984)20% in Real EstateReturns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis (2012)Returns transmission, value a…A historical examination of optimal real return portfolios for non‐US investors (2010)A historical examination of o…Currency Risk Management Practices by Australian Listed Property Trusts (2007)Currency Risk Management Prac…International Diversification of Real Estate Assets: Is It Worth It? Evidence from the Literature (2003)International Diversification…Returns and Risk on Real Estate and Other Investments: More Evidence (2001)Returns and Risk on Real Esta…Smoothing in appraisal-based returns (1991)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Filtering Risk Away: Global Finance Capital, Transcalar Territorial Networks and the (Un)Making of City-Regions: An Analysis of Business Property Development in Bangalore, India (2013)Content Analysis: An Introduction to its Methodology. (1984)Lessons for International Asset Allocation (1993)International Evidence on Real Estate as a Portfolio Diversifier (2004)Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (1989)Analysis of Financial Time Series (2005)Analysis of Financial Time Series (2006)Correlation structure and dynamics of international real estate securities markets: A network perspective (2015)Dynamic robust portfolio selection with copulas (2016)An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting (2021)Inflation, Rational Valuation and the Market (1979)What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)Facts and Fantasies about Commodity Futures (2006)Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis (2015)Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis (2018)Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management (2020)Forecasting Prices and Excess Returns in the Housing Market (1990)An empirical assessment of the residual income valuation model (1999)Further Evidence on the Integration of REIT, Bond, and Stock Returns (2000)Time‐varying performance of four Asia‐Pacific REITs (2008)Corporate Transparency and Firm Growth: Evidence from Real Estate Investment Trusts (2011)Commercial real estate prices and COVID-19 (2021)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)When Will Mean-Variance Efficient Portfolios be Well Diversified? (1992)The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights (1999)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)
this work references cited by second hop

References

  • 1988For better performance298 cited
  • 198420% in Real Estate124 cited
  • 1987Real estate, futures, and gold as portfolio assets79 cited

Cited by

  • 2003International Diversification of Real Estate Assets: Is It Worth It? Evidence from the Literature51 cited
  • 2001Returns and Risk on Real Estate and Other Investments: More Evidence46 cited
  • 2010A historical examination of optimal real return portfolios for non‐US investors38 cited
  • 2012Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis31 cited
  • 2007Currency Risk Management Practices by Australian Listed Property Trusts11 cited

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