The predictability of real estate excess returns : an out-of-sample economic value analysis
Massimo Guidolin, Manuela Pedio, Milena T. Petrova
| Year of publication: |
2023
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|---|---|
| Authors: | Guidolin, Massimo ; Pedio, Manuela ; Petrova, Milena |
| Published in: |
The journal of real estate finance and economics. - New York, NY [u.a.] : Springer Science + Business Media B.V., ISSN 1573-045X, ZDB-ID 2018867-5. - Vol. 67.2023, 1, p. 108-149
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| Subject: | Mean-variance portfolios | Non-linear models | Out-of-sample analysis | Private real estate | Public real estate | REITs | Return predictability | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Immobilienmarkt | Real estate market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11146-020-09769-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014322191