Ang, Andrew; Nabar, Neil; Wald, Sam - National Bureau of Economic Research (NBER) - 2013
This paper is no longer available on-line from the NBER. A revised version of the paper has been published as "Searching for a Common Factor in Public and Private Real Estate Returns" in the Journal of Portfolio Management JPM RE 2013, Vol. 39, No. 5: pp. 120-133.