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Do specialist funds outperform? : evidence from European non-listed real estate funds
Fuerst, Franz; Mansley, Nick; Wang, Zilong - In: Research in international business and finance 58 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013286184
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Location density, systematic risk, and cap rates : evidence from REITs
Fisher, Gregg; Steiner, Eva; Titman, Sheridan; … - In: Real estate economics 50 (2022) 2, pp. 366-400
Persistent link: https://www.econbiz.de/10013184920
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Correlation and Volatility Dynamics in REIT Returns : Performance and Portfolio Considerations
Fei, Peng - 2010
We examine the dynamics in correlations and volatility of REITs, stock and direct real estate returns using the monthly data from Jan 1987 to May 2008. To explore asymmetries in conditional correlation, the multivariate asymmetric dynamic diagonal conditional correlation (AD‐DCC) GARCH...
Persistent link: https://www.econbiz.de/10013145401
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German Real Estate Funds – Changes in Return Distributions and Portfolio Favourability
Stein, Michael - 2014
Since 2008, the German open-ended real estate fund (GOEREF) industry has experienced a critical phase of suspensions of redemption of fund shares, announced fund terminations and, eventually, introduction of a new regulation. With assets under management of over EUR 80 billion, GOEREFs are the...
Persistent link: https://www.econbiz.de/10013060314
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Time-varying correlations of REITs and implications for portfolio management
Anderson, Jackson; Anderson, Randy I.; Guirguis, Hany S.; … - In: Journal of real estate research : JRER ; a publication … 43 (2021) 3, pp. 317-334
Persistent link: https://www.econbiz.de/10012696750
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The significance and performance of French REITs (SIICs) in a mixed-asset portfolio
Newell, Graeme; Adair, Alastair; Nguyen, Thi Kim - In: Journal of property investment & finance 31 (2013) 6, pp. 575-588
Persistent link: https://www.econbiz.de/10010187653
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German real estate funds : changes in return distributions and portfolio favourability
Stein, Michael - 2013
Since 2008, the German open-ended real estate fund (GOEREF) industry has experienced a critical phase of suspensions of redemption of fund shares, announced fund terminations and, eventually, introduction of a new regulation. With assets under management of over EUR 80 billion, GOEREFs are the...
Persistent link: https://www.econbiz.de/10010211901
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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
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Performance of thinly traded assets : a case in real estate
Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The financial review : the official publication of the … 48 (2013) 3, pp. 511-536
Persistent link: https://www.econbiz.de/10009782056
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The impact of South African REIT portfolio composition on diversification benefits for foreign REIT investors
Carstens, Ri͏e͏̈tte; Freybote, Julia; De Villiers, Johan - In: Journal of real estate literature : a publication of … 27 (2019) 1, pp. 79-101
Persistent link: https://www.econbiz.de/10012416746