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The anatomy of public and private real estate return premia

Kroencke, Tim-Alexander; Schindler, Felix; Steininger, … - In: The journal of real estate finance and economics 56 (2018) 3, pp. 500-523

Persistent link: https://www.econbiz.de/10012038806

Can real estate investors avoid specific risk?

Baum, Andrew; Colley, Nick - In: Abacus : a journal of accounting, finance and business … 53 (2017) 3, pp. 395-430

Persistent link: https://www.econbiz.de/10011818395

Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity

Nayar, Nandkumar; Price, S. McKay; Shen, Ke - In: Journal of real estate research : JRER ; a publication … 46 (2024) 1, pp. 82-113

Persistent link: https://www.econbiz.de/10014582191

Real Estate Risk and Hedge Fund Returns

Ambrose, Brent W. - 2016

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...

Persistent link: https://www.econbiz.de/10012997725

The continuing uncertainty of property investment markets : an outlook for the UK in 2023

Frodsham, Malcolm - In: Journal of property investment & finance 41 (2023) 4, pp. 460-467

Persistent link: https://www.econbiz.de/10014294976

Real Estate Risk in Equity Returns : Empirical Evidence from U.S. Stock Markets

Michel, Gaston (contributor) - 2009

Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is … priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross … pricing story: higher asset returns must be associated with lower prices and higher risk exposure. In particular, he …