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REITs in a mixed-asset portfolio : an investigation of extreme risks
Stelk, Steven J.; Zhou, Jian; Anderson, Randy I. - In: The journal of alternative investments 20 (2017) 1, pp. 81-91
Persistent link: https://www.econbiz.de/10011745103
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Do preferred REITs have portfolio enhancement attributes? : an empirical investigation
Anderson, Randy I.; Guirguis, Hany S.; Loviscek, Anthony L. - In: The journal of real estate finance and economics 67 (2023) 4, pp. 656-672
Persistent link: https://www.econbiz.de/10014444092
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Liquidity Risk of Private Assets : Evidence from Real Estate Markets
Cheng, Ping - 2013
Investment in thinly-traded private assets involves liquidity risk. Existing literature provides limited guidance as it … quantifying liquidity risk of private assets. Using commercial real estate as a model asset and under reasonable assumptions, we … find that the magnitude of liquidity risk is too large to be ignored, especially in down markets when liquidity risk is a …
Persistent link: https://www.econbiz.de/10013087031
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Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios
Guidolin, Massimo - 2019
-horizon portfolio performances that may compete with those typical of bull and bear models. A typical investor with intermediate risk …
Persistent link: https://www.econbiz.de/10012904847
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The Performance Implications of Adding Global Listed Real Estate to an Unlisted Real Estate Portfolio : A Case Study for UK Defined Contribution Funds
Moss, Alex - 2015
This paper seeks to provide a better understanding of the performance implications for investors who choose to combine listed real estate with an unlisted real estate allocation. Specifically, it provides a detailed investor level analysis of the impact of combining UK unlisted fund and global...
Persistent link: https://www.econbiz.de/10013021311
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Does listed real estate behave like direct real estate? : updated and broader evidence
Hoesli, Martin; Oikarinen, Elias - In: Applied economics 53 (2021) 26, pp. 3023-3042
Persistent link: https://www.econbiz.de/10012517059
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Wealth effect revisited : novel evidence on long term co-memories between real estate and stock markets
Kiohos, Apostolos; Babalos, Vassilios; Koulakiotis, … - In: Finance research letters 20 (2017), pp. 217-222
Persistent link: https://www.econbiz.de/10011806923
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The performance of non-listed opportunity real estate funds in China
Newell, Graeme; Marzuki, Muhammad Jufri; Hoesli, Martin; … - In: Journal of property investment & finance 41 (2023) 6, pp. 583-600
Persistent link: https://www.econbiz.de/10014504622
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Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios
Guidolin, Massimo - 2016
A recent literature has shown that, similarity to stocks and bonds, REIT returns contain strong evidence of bull and bear regimes, that may best captured using nonlinear econometric models of the Markov switching type
Persistent link: https://www.econbiz.de/10012996599