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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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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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Household portfolios and implicit risk preference
Bucciol, Alessandro; Miniaci, Raffaele - In: The review of economics and statistics 93 (2011) 4, pp. 1235-1250
Persistent link: https://www.econbiz.de/10009379796
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Dividend taxes and international portfolio choice
Desai, Mihir A.; Dharmapala, Dhammika - In: The review of economics and statistics 93 (2011) 1, pp. 266-284
Persistent link: https://www.econbiz.de/10009160709
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Background risk and university endowment funds
Dimmock, Stephen G. - In: The review of economics and statistics 94 (2012) 3, pp. 789-799
Persistent link: https://www.econbiz.de/10009660586
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Unexploited gains from international diversification : patterns of portfolio holdings around the world
Didier, Tatiana; Rigobón, Roberto; Schmukler, Sergio L. - In: The review of economics and statistics 95 (2013) 5, pp. 1562-1583
Persistent link: https://www.econbiz.de/10010350175