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REITs in a mixed-asset portfol...
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CAPM
Portfolio-Management
44,370
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Zaremba, Adam
84
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49
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44
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43
Harvey, Campbell R.
36
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35
Bekaert, Geert
32
Bali, Turan G.
31
Zhou, Guofu
29
Guo, Hui
28
Zhang, Lu
28
Cochrane, John H.
27
Jagannathan, Ravi
27
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27
Ang, Andrew
25
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Lee, Cheng F.
24
Lo, Andrew W.
23
Pástor, Ľuboš
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21
Kogan, Leonid
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Sehgal, Sanjay
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He, Xue-zhong
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Reeves, Jonathan J.
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Vayanos, Dimitri
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Engstrom, Eric
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Lettau, Martin
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Schlag, Christian
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Sentana, Enrique
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NBER working paper series
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170
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143
Journal of banking & finance
131
Finance research letters
123
NBER Working Paper
121
Journal of empirical finance
102
The journal of finance : the journal of the American Finance Association
91
International review of financial analysis
85
Management science : journal of the Institute for Operations Research and the Management Sciences
73
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66
The review of financial studies
66
Pacific-Basin finance journal
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Journal of economic dynamics & control
61
International review of economics & finance : IREF
57
Research paper series / Swiss Finance Institute
54
The European journal of finance
52
Journal of international financial markets, institutions & money
50
Journal of financial and quantitative analysis : JFQA
49
The North American journal of economics and finance : a journal of financial economics studies
47
Economics letters
45
The journal of portfolio management : a publication of Institutional Investor
44
Discussion paper / Centre for Economic Policy Research
43
Economic modelling
42
The journal of asset management
41
Discussion papers / CEPR
40
Applied financial economics
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Journal of investment management : JOIM
35
Annals of finance
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Research in international business and finance
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Journal of econometrics
32
Journal of international money and finance
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Applied economics letters
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Journal of financial markets
31
International journal of theoretical and applied finance
30
Journal of monetary economics
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
7
RePEc
4
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1
A
correlation
-based portfolio choice algorithm
Ross, Jonathan
;
Madsen, Joshua
;
Alexander, Gordon J.
-
2024
Persistent link: https://www.econbiz.de/10015046858
Saved in:
2
Is idiosyncratic risk priced? : the international evidence
Brockman, Paul
;
Guo, Tao
;
Vivero, Maria Gabriela
;
Yu, Wayne
- In:
Journal of empirical finance
66
(
2022
),
pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
Saved in:
3
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
4
Equilibrium moment restrictions on asset returns : normal and crisis periods
Simmons, Peter J.
;
Tantisantiwong, Nongnuch
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1064-1089
Persistent link: https://www.econbiz.de/10010465917
Saved in:
5
Comovement and return predictability in asset markets : an experiment with two Lucas trees
Noussair, Charles
;
Popescu, Andreea Victoria
- In:
Journal of economic behavior & organization : JEBO
185
(
2021
),
pp. 671-687
Persistent link: https://www.econbiz.de/10012601339
Saved in:
6
Excess covariance and dynamic instability in a multi-asset model
Anufriev, Mikhail
;
Bottazzi, Giulio
;
Marsili, Matteo
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1142-1161
Persistent link: https://www.econbiz.de/10009634273
Saved in:
7
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
Saved in:
8
Local beta : has local real estate market risk been priced in REIT returns?
Zhu, Bing
;
Lizieri, Colin
- In:
The journal of real estate finance and economics
69
(
2024
)
4
,
pp. 682-718
Persistent link: https://www.econbiz.de/10015080905
Saved in:
9
The price of
correlation
risk : evidence from Chinese stock market
Deng, Yiwen
;
Liu, Chen
;
Zheng, Zhenlong
- In:
China finance review international
4
(
2014
)
4
,
pp. 343-359
Persistent link: https://www.econbiz.de/10011339002
Saved in:
10
Diversification
Benefit and Return Performance of REITs Using CAPM and Fama-French : Evidence from Turkey
Coskun, Yener
-
2017
July 2008 and March 2015. We find that T-REITs portfolio provides a slightly lower level of risk
diversification
benefit …
Persistent link: https://www.econbiz.de/10012948377
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