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Equity and fixed income markets as drivers of securitised real estate

Cheong, Chee Seng; Gerlach, Richard; Stevenson, Simon; … - In: Review of financial economics : RFE 18 (2009) 2, pp. 103-111

Persistent link: https://www.econbiz.de/10003901003

Contagion and downside risk in the REIT market during the subprime mortgage crisis

Chen, Ming-Chi; Tsai, Hsiu-Jung; Sing, Tien-foo; Yang, … - In: International journal of strategic property management 19 (2015) 1, pp. 42-57

Persistent link: https://www.econbiz.de/10011302960

An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models

Lee, Yen-Hsien - In: Financial markets and portfolio management 28 (2014) 2, pp. 165-180

Persistent link: https://www.econbiz.de/10010358299

Underpricing, long-run performance, and valuation of initial public offerings

Braemisch, Fabian - 2011 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008935360

Das langfristige Diversifikationspotential deutscher und US-amerikanischer Immobilienaktien im Aktienfondsmanagement

Hofmann, Tobias; Hübner, Roland; Schwaiger, Markus S.; … - 2004

Persistent link: https://www.econbiz.de/10002415284

Downside Risk Optimization in Securitized Real Estate Markets

Kroencke, Tim Alexander - 2018

Optimization of international securitized real estate portfolios has been a key topic for several decades. However, most previous analysis has focused on regional diversification by applying the traditional mean-variance (MV) framework suggested by Markowitz (1952) even if the limitations of...

Persistent link: https://www.econbiz.de/10012940623

Wealth effect revisited : novel evidence on long term co-memories between real estate and stock markets

Kiohos, Apostolos; Babalos, Vassilios; Koulakiotis, … - In: Finance research letters 20 (2017), pp. 217-222

Persistent link: https://www.econbiz.de/10011806923

Asset allocation : a recommendation for resolving the collision between theory and practice

Prather, Larry J.; McCown, James R.; Shaw, Ron - In: Quarterly journal of finance & accounting : QJFA 56 (2018) 3/4, pp. 45-66

Persistent link: https://www.econbiz.de/10011919846

Quantile causality between banking stock and real estate securities returns in the US

Albulescu, C. T.; Bouri, E.; Tiwari, Aviral Kumar; … - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 251-260

Persistent link: https://www.econbiz.de/10012431274

Idiosyncratic risk and spillover effect in REIT returns

Hui, Eddie Chi Man; Wang, Ziyou - In: International journal of strategic property management 22 (2018) 6, pp. 457-470

Persistent link: https://www.econbiz.de/10011998439

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