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Real estate investment : market volatility and optimal holding period under risk aversion

Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555

Persistent link: https://www.econbiz.de/10011647530

The risk and return of private equity real estate funds

Farrelly, Kieran; Stevenson, Simon - In: Global finance journal 42 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012257099

Portfolio diversification across U.S. gateway and non-gateway real estate markets

Hoesli, Martin; Johner, Louis - In: Journal of real estate research : JRER ; a publication … 44 (2022) 4, pp. 523-552

Persistent link: https://www.econbiz.de/10013490737

Downside Risk Optimization in Securitized Real Estate Markets

Kroencke, Tim Alexander - 2018

, most previous analysis has focused on regional diversification by applying the traditional mean-variance (MV) framework … 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

European emerging real estate markets : re-examining investment attributes and framing opportunities

Haran, Martin; McCord, Michael; Davis, Peadar; McCord, John - In: Journal of property investment & finance 34 (2016) 1, pp. 27-50

Persistent link: https://www.econbiz.de/10011540575

Risk classification of Asian real estate funds and their performance

Mansley, Nick; Tse, Tiffany Ching Man; Wang, Zilong - In: Pacific-Basin finance journal 63 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012492176

Portfolio diversification strategy and the impacts on the Middle East real estate investment decision

Al Bakri, Anas - In: International journal of economics and finance 6 (2014) 2, pp. 62-74

Persistent link: https://www.econbiz.de/10010257688

Is real estate a real diversifier in Pakistan? : an ARDL approach

Rasheed, Hafsa; Ahmad, Habib; Javid, Attiya Yasmin; … - In: Cogent business & management 9 (2022) 1, pp. 1-17

diversification benefits to cope with uncertainties. So, current research unveils the diversification characteristics of real estate … differently than all of these assets and holds good diversification potential for Pakistani investors because it exhibits no … diversification potential of real estate in comparison to a set of financial variables that are rarely investigated in previous …

Persistent link: https://www.econbiz.de/10014430004

Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis

Lu, Chiuling; Tse, Yiuman; Williams, Michael - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 293-318

Persistent link: https://www.econbiz.de/10009708114

Open-ended property funds : risk and return profile : diversification benefits and liquidity risks

Haß, Lars Helge; Johanning, Lutz; Rudolph, Bernd; … - In: International review of financial analysis 21 (2012), pp. 90-107

Persistent link: https://www.econbiz.de/10009633329