The few studies that have looked at regional diversification of real estate portfolios have segmented the United States into four regions without regard to the underlying economic activity in those four regions. In this study, results are presented which analyze the regional diversification...

Investment and portfolio studies generally use ex post risk and return data, although expected risk and return data is what should be used. This is probably due to the dearth of such data or the difficulty and/or cost of obtaining it on a current basis. This study reports the results of a survey...

Real estate private equity (REPE) funds are often differentiated by risk class: core, value-added, or opportunistic. Fund class is used by investors and managers to allocate funds and to describe investment policies. In this paper, we use REPE fund cash flow data from Burgiss that allow us to...

ERES:conference