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ECONIS (ZBW)
248
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1
The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin
;
Satchell, Stephen
;
Zhang, Qi
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
4
,
pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
Saved in:
2
Interactions between property and equity markets : an investigation of linkages in the United Kingdom 1972 - 1992
Lizieri, Colin
- In:
The journal of real estate finance and economics
15
(
1997
)
1
,
pp. 11-26
Persistent link: https://www.econbiz.de/10001336563
Saved in:
3
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
4
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
5
"In defense of portfolio optimization: what if we can forecast?" : author response
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 106-107
Persistent link: https://www.econbiz.de/10012261139
Saved in:
6
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
7
In defense of portfolio optimization : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
75
(
2019
)
3
,
pp. 20-38
Persistent link: https://www.econbiz.de/10012195894
Saved in:
8
After the fall : real estate in the mixed-asset portfolio in the aftermath of the global financial crisis
Lizieri, Colin
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 43-59
Persistent link: https://www.econbiz.de/10010209724
Saved in:
9
Real Estate Insights: individuals, beliefs and decision-making in commercial real estate markets : some reflections from the past
Lizieri, Colin
- In:
Journal of property investment & finance
42
(
2024
)
1
,
pp. 120-130
Persistent link: https://www.econbiz.de/10014504666
Saved in:
10
Fiscal decentralization and pattern of county public expenditures in a Chinese Province
Qian, Tao
;
Zhang, Qi
- In:
Annals of economics and finance
18
(
2017
)
1
,
pp. 201-226
Persistent link: https://www.econbiz.de/10012109980
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