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The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin; Satchell, Stephen; Zhang, Qi - In: Real estate economics : journal of the American Real … 35 (2007) 4, pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
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Firm heterogeneity and credit risk diversification
Hanson, Samuel G.; Pesaran, M. Hashem; Schuermann, Til - In: Journal of empirical finance 15 (2008) 4, pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
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Real estate in an ALM framework : the case of fair value accounting
Brounen, Dirk; Porras Prado, Melissa; Verbeek, Marno - In: Real estate economics : journal of the American Real … 38 (2010) 4, pp. 775-804
Persistent link: https://www.econbiz.de/10008810572
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Household interest rate risk management
Hemert, Otto van - In: Real estate economics : journal of the American Real … 38 (2010) 3, pp. 467-505
Persistent link: https://www.econbiz.de/10008649896
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An intertemporal capital asset pricing model with owner-occupied housing
Chu, Yongqiang - In: Real estate economics : journal of the American Real … 38 (2010) 3, pp. 427-465
Persistent link: https://www.econbiz.de/10008649901
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Increasing convergence between US and international securitized property markets : evidence based on cointegration tests
Yunus, Nafeesa - In: Real estate economics : journal of the American Real … 37 (2009) 3, pp. 383-411
Persistent link: https://www.econbiz.de/10008656988
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Time and risk diversification in real estate investments : assessing the ex post economic value
Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - In: Real estate economics : journal of the American Real … 37 (2009) 3, pp. 341-381
Persistent link: https://www.econbiz.de/10008656989
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Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
Asgharian, Hossein; Hansson, Björn A. - In: Journal of empirical finance 12 (2005) 4, pp. 556-575
Persistent link: https://www.econbiz.de/10003144785
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Style momentum within the S&P-500 index
Chen, Hsiu-lang; De Bondt, Werner Franciscus Marcel - In: Journal of empirical finance 11 (2004) 4, pp. 483-507
Persistent link: https://www.econbiz.de/10002145207
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Mean reversion of industry stock returns in the U.S. : 1926 - 1998
Gropp, Jeffrey - In: Journal of empirical finance 11 (2004) 4, pp. 537-551
Persistent link: https://www.econbiz.de/10002145264