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This article aims to investigate the similarity of public and private real estate returns and risks over the relatively long horizon using data for the U.S and the U.K. The results show evidence of a one-to-one relationship between publicly traded REIT performance and privately traded direct...
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We explore a new investment dimension relating hedge fund exposure to the real estate market. Using fund level data from 1994 to 2012 from a major hedge fund data vendor, we identify 1,321 hedge funds as having significant exposure to direct or securitized real estate. We test for the economic...
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. There is a rich body of literature on the effects of inflation hedging on the returns of stocks, bonds, and real estate. We … findings on inflation hedging. Since the relationship is generally positive and over proportional, we find that real estate is …With inflation rates remaining close to zero in all major developed economies for long periods of time, especially from …
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