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The changing risk profile of listed property trusts
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The changing risk profile of listed property trusts (2006)The changing risk profile of listed prope…US REITs capital structure determinants and financial economic crisis effects (2017)US REITs capital structure de…The effects of the global financial crisis on the capital structure of EPRA/NAREIT Europe index companies (2015)The effects of the global fin…Women directors on boards of Australian Real Estate Investment Trusts (2013)Women directors on boards of …The Effectiveness of A-Reit Futures as a Risk Management Strategy in the Global Financial Crisis (2010)The Effectiveness of A-Reit F…The Impact of the Global Financial Crisis on A-REITs (2009)The Impact of the Global Fina…Determinants of capital structure for A-REITs (2009)Determinants of capital struc…Listed property trusts and downside systematic risk sensitivity (2008)Listed property trusts and do…The Responsiveness of LPT Returns and Their Attributes (2007)The Responsiveness of LPT Ret…Currency Risk Management Practices by Australian Listed Property Trusts (2007)Currency Risk Management Prac…Content Analysis: An Introduction to its Methodology. (1984)Lessons for International Asset Allocation (1993)International Evidence on Real Estate as a Portfolio Diversifier (2004)Corporate Governance, Board Diversity, and Firm Value (2003)Women in the boardroom and their impact on governance and performance☆ (2009)Beyond the Glass Ceiling: Does Gender Matter? (2011)The impact of gender and ethnic diversity on REIT operating performance (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)The Capital Asset Pricing Model: Theory and Evidence (2004)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Determinants of corporate borrowing (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)The emergence and performance of German REITs (2017)The emergence of Spanish REITs (2018)The evolution of Belgium REITs (2019)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)The Interrelationships between REIT Capital Structure and Investment (2017)Measuring Real Estate Returns (1993)Are REIT Returns Hedgeable? (1998)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Factors That Influence Capital Structure With Profitability as A Moderating Variable (2020)Firm-specific and country-level determinants of commercial banks capital structures: evidence from Ethiopia (2024)The significance and performance of French REITs (SIICs) in a mixed‐asset portfolio (2013)The significance and performance of Singapore REITs in a mixed-asset portfolio (2015)CEO Overconfidence and Corporate Governance in Affecting Australian Listed Construction and Property Firms’ Trading Activity (2021)Determinantes de la estructura financiera en la industria manufacturera: la industria de (2012)Leverage structure decisions in Bangladesh: managers and investors’ view (2021)
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  • 2009The Impact of the Global Financial Crisis on A-REITs38 cited
  • 2007The Responsiveness of LPT Returns and Their Attributes27 cited
  • 2015The effects of the global financial crisis on the capital structure of EPRA/NAREIT Europe index companies24 cited
  • 2013Women directors on boards of Australian Real Estate Investment Trusts22 cited
  • 2010The Effectiveness of A-Reit Futures as a Risk Management Strategy in the Global Financial Crisis18 cited
  • 2017US REITs capital structure determinants and financial economic crisis effects16 cited
  • 2008Listed property trusts and downside systematic risk sensitivity16 cited
  • 2009Determinants of capital structure for A-REITs15 cited
  • 2007Currency Risk Management Practices by Australian Listed Property Trusts11 cited

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