Rubens, Jack H.; Louton, David A.; Yobaccio, Elizabeth J. - In: Journal of Real Estate Research 16 (1998) 1, pp. 73-86
This article investigates whether investing in alternative investment media provides statistically significant increases in portfolio performance. Employing methodology introduced by Kandel and Stambaugh (1987) and Gibbons, Ross and Shanken (1989), we measure the statistical significance of...