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Are public and private asset returns and risks the same? : evidence from real estate data
Hoesli, Martin; Oikarinen, Elias - 2013
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...
Persistent link: https://www.econbiz.de/10010256953
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On indexing commercial real estate properties and portfolios
Boudry, Walter I.; Coulson, N. Edward; Kallberg, Jarl G.; … - In: The journal of real estate finance and economics 47 (2013) 4, pp. 617-639
Persistent link: https://www.econbiz.de/10010249837
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Defining the three Rs of commercial property market performance : return, risk and ruin
Higgins, David - In: Journal of property investment & finance 33 (2015) 6, pp. 481-493
Persistent link: https://www.econbiz.de/10011456599
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Downside Risk Optimization in Securitized Real Estate Markets
Kroencke, Tim Alexander - 2018
appealing downside risk (DR) framework suggested by Estrada (2008), which applies a similar optimization algorithm as the MV …
Persistent link: https://www.econbiz.de/10012940623
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The performance and diversification potential of non-listed value-add real estate funds in Japan
Hoesli, Martin; Newell, Graeme; Marzuki, Muhammad Jufri; … - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-16
due to the shifting preference towards investment vehicles that position higher on the risk-return curve. Non-listed value …, (2) competitive risk-adjusted performance, and (3) significant portfolio diversification potential in a mixed …
Persistent link: https://www.econbiz.de/10013273409
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Location density, systematic risk, and cap rates : evidence from REITs
Fisher, Gregg; Steiner, Eva; Titman, Sheridan; … - In: Real estate economics 50 (2022) 2, pp. 366-400
Persistent link: https://www.econbiz.de/10013184920
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An international analysis of time varying beta risk in listed real estate securities
Morri, Giacomo; Romito, Federico - In: Journal of property investment & finance 35 (2017) 2, pp. 116-134
Persistent link: https://www.econbiz.de/10011661938
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Sustainable profitability in volatile cyclical markets
Sarraf, Hanna - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
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Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market
Tsang, Chun Kei; Wong, Wing Keung; Horowitz, Ira - In: Studies in economics and finance 33 (2016) 4, pp. 735-754
Persistent link: https://www.econbiz.de/10011722582
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Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555
Persistent link: https://www.econbiz.de/10011647530