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Long lease real estate : a revised role for real estate in pension fund portfolios

Mansley, Nick; Wang, Zilong - In: Journal of property investment & finance 40 (2022) 6, pp. 612-627

Persistent link: https://www.econbiz.de/10013370763

The predictability of real estate excess returns : an out-of-sample economic value analysis

Guidolin, Massimo; Pedio, Manuela; Petrova, Milena - In: The journal of real estate finance and economics 67 (2023) 1, pp. 108-149

Persistent link: https://www.econbiz.de/10014322191

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

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

Asset-light strategy and real estate risk of lodging C-corps and REITs

Kim, Sang Hyuck; Noh, Suhyang; Lee, Seul Ki - In: International journal of hospitality management 78 (2019), pp. 214-222

Persistent link: https://www.econbiz.de/10012012748

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 market factors and foreign real estate investment

Fereidouni, Hassan Gholipour; Tajul Ariffin Masron - In: Journal of economic studies 40 (2013) 4, pp. 448-468

Persistent link: https://www.econbiz.de/10010208496

Optimal structure of real estate portfolio using EVA : a stochastic Markowitz model using data from Greek real estate market

Petropoulos, Theofanis; Liapis, Konstantinos; … - In: Risks : open access journal 11 (2023) 2, pp. 1-19

risk for a given rate of return or achieving a bigger return for a given level of risk. We use historical data from the … estate market. We observe the maximization of EVA and the expected return maximizing concurrently, but the minimizing risk of … EVA is diversified with the minimization of portfolio risk. We observe that the max weight that a residential asset takes …

Persistent link: https://www.econbiz.de/10014245748