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The performance of low-income and minority mortgages
Firestone, Simon; Van Order, Robert; Zorn, Peter - In: Real estate economics : journal of the American Real … 35 (2007) 4, pp. 479-504
Persistent link: https://www.econbiz.de/10003640634
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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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Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.; Jarrow, Robert A.; Yildirim, … - In: Real estate economics : journal of the American Real … 36 (2008) 3, pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
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Taxable and tax-deferred investing : a tax-arbitrage approach
Huang, Jennifer - In: The review of financial studies 21 (2008) 5, pp. 2173-2207
Persistent link: https://www.econbiz.de/10003765152
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Biases in decomposing holding-period portfolio returns
Liu, Weimin; Strong, Norman - In: The review of financial studies 21 (2008) 5, pp. 2243-2274
Persistent link: https://www.econbiz.de/10003765176
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The causal effect of mortgage refinancing on interest rate volatility : empirical evidence and theoretical implications
Duarte, Jefferson - In: The review of financial studies 21 (2008) 4, pp. 1689-1731
Persistent link: https://www.econbiz.de/10003765319
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Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - In: The review of financial studies 18 (2005) 4, pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
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Household portfolio diversification : a case for rank-dependent preferences
Polkovnichenko, Valery - In: The review of financial studies 18 (2005) 4, pp. 1467-1502
Persistent link: https://www.econbiz.de/10003352976
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A trade-based analysis of momentum
Hvidkjær, Søren - In: The review of financial studies 19 (2006) 2, pp. 457-491
Persistent link: https://www.econbiz.de/10003355177