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Real estate as a common risk factor in the financial sector : international evidence
Carmichael, Benoît; Coën, Alain - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430799
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Low-Frequency volatility of real estate securities in relation to macroeconomic risk
Lee, Chyi Lin; Stevenson, Simon; Lee, Ming-Long - 2015
Persistent link: https://www.econbiz.de/10011295730
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Long-Term Memory in Volatility : Some Evidence from International Securitized Real Estate Markets
Liow, Kim Hiang - 2009
). Using a battery of five econometric tests on three alternative risk measures; weekly observed absolute and squared mean …
Persistent link: https://www.econbiz.de/10013157451
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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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Water risk in real estate : an introduction to the climanomics platform
Jolin, Isabelle; Michaeli, Maya - In: Water Risk Modeling : Developing Risk-Return Management …, (pp. 311-329). 2023
Persistent link: https://www.econbiz.de/10014231772
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The diverging role of the systematic risk factors : evidence from real estate stock markets
Lang, Stephan; Scholz, Alexander - In: Journal of property investment & finance 33 (2015) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10010518727
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An assessment of the risk and return of residential real estate
Domian, Dale L.; Wolf, Rob; Yang, Hsiao-fen - In: Managerial finance 41 (2015) 6, pp. 591-599
Persistent link: https://www.econbiz.de/10011336653
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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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Risk factors of European non-listed real estate fund returns
Delfim, Jean-Christophe; Hoesli, Martin - 2016
This research contributes to a better assessment of risk factors impacting non-listed real estate fund returns. Both … macroeconomic risk factors although our analyses suggest that non-listed real estate is more akin to direct real estate than it is …
Persistent link: https://www.econbiz.de/10011514250
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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