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Another Look at Private Real Estate Returns by Strategy
9 references·3 citing·45 second hop
Another Look at Private Real Estate Returns by Strategy (2019)Another Look at Private Real Estate Retur…Market Value, Time, and Risk (2015)Market Value, Time, and RiskLeverage Aversion and Risk Parity (2012)Leverage Aversion and Risk Pa…Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Private Equity Performance: R…Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices (2003)Controlling for the Impact of…Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…The fundamental law of active management (1989)The fundamental law of active…A New Class of Market Share Models (1985)A New Class of Market Share M…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Wishful Thinking in Macroeconomic Expectations (2021)Wishful Thinking in Macroecon…Institutional Investment Strategy and Manager Choice: A Critique (2020)Institutional Investment Stra…Choice with Limited Capacity (2019)Choice with Limited CapacityConditional logit analysis of qualitative choice behavior (1972)Elimination by aspects: A theory of choice. (1972)Conjoint Analysis in Consumer Research: Issues and Outlook (1978)The Choice Theory Approach to Market Research (1986)Price-Induced Patterns of Competition (1989)An Empirical Comparison of Ratings-Based and Choice-Based Conjoint Models (1992)How to Use Security Analysis to Improve Portfolio Selection (1973)The Sharpe Ratio (1994)The Information Ratio (1998)Portfolio Constraints and the Fundamental Law of Active Management (2002)PORTFOLIO SELECTION* (1952)The Cross-Section of Expected Stock Returns (1992)60 Years of portfolio optimization: Practical challenges and current trends (2013)Betting against beta (2013)Tail Risk and Asset Prices (2014)The Behavior of Stock-Market Prices (1965)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)Choosing factors (2018)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Limited-Dependent and Qualitative Variables in Econometrics (1983)Do Demand Curves for Stocks Slope Down? (1986)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)Loss Aversion and Anchoring in Commercial Real Estate Pricing: Empirical Evidence and Price Index Implications (2011)Costly Search and Mutual Fund Flows (1998)Venture Capital and the Professionalization of Start‐Up Firms: Empirical Evidence (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Whom You Know Matters: Venture Capital Networks and Investment Performance (2007)The Financing of R&D and Innovation (2010)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Private Equity Performance: What Do We Know? (2012)Performance of Buyout Funds Revisited? (2013)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Herd Behavior and Investment (1988)The impact of institutional trading on stock prices (1992)The Limits of Arbitrage (1995)The Geography of Investment: Informed Trading and Asset Prices (2001)The Treynor Capital Asset Pricing Model (2003)An Engine, Not a Camera (2006)Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19* (2020)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
  • 2005Private Equity Performance: Returns, Persistence, and Capital Flows1,963 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,793 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,614 cited
  • 2015Market Value, Time, and Risk383 cited
  • 1989The fundamental law of active management323 cited
  • 2012Leverage Aversion and Risk Parity318 cited
  • 2003Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices266 cited
  • 1985A New Class of Market Share Models102 cited

Cited by

  • 2020Institutional Investment Strategy and Manager Choice: A Critique20 cited
  • 2019Choice with Limited Capacity1 cited
  • 2021Wishful Thinking in Macroeconomic Expectations0 cited

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