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Diversification In The Real Estate Portfolio

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  • Mike Miles
  • Tom McCue

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  • Mike Miles & Tom McCue, 1984. "Diversification In The Real Estate Portfolio," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(1), pages 57-68, March.
    • Handle: RePEc:bla:jfnres:v:7:y:1984:i:1:p:57-68
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1984.tb00354.x
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    References listed on IDEAS

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    1. Sears, R. Stephen & Trennepohl, Gary L., 1982. "Measuring Portfolio Risk in Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(3), pages 391-409, September.
    2. Elton, Edwin J & Gruber, Martin J, 1977. "Risk Reduction and Portfolio Size: An Analytical Solution," The Journal of Business, University of Chicago Press, vol. 50(4), pages 415-437, October.
    3. John L. Evans & Stephen H. Archer, 1968. "Diversification And The Reduction Of Dispersion: An Empirical Analysis," Journal of Finance, American Finance Association, vol. 23(5), pages 761-767, December.
    4. Hoag, James W, 1980. "Towards Indices of Real Estate Value and Return," Journal of Finance, American Finance Association, vol. 35(2), pages 569-580, May.
    5. Paul F. Wendt & Sui N. Wong, 1965. "Investment Performance: Common Stocks Versus Apartment Houses," Journal of Finance, American Finance Association, vol. 20(4), pages 633-646, December.
    6. Mike Miles & Tom Mc Cue, 1982. "Historic Returns and Institutional Real Estate Portfolios," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 10(2), pages 184-199, June.
    7. M. Chapman Findlay & Carl W. Hamilton & Stephen D. Messner & Jonathan S. Yormark, 1979. "Optimal Real Estate Portfolios," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 7(3), pages 298-317, September.
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    Cited by:

    1. Robert Campbell & Nancy White-Huckins & C. Sirmans, 2006. "Domestic and International Equity REIT Joint Ventures: Structuring Corporate Options," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 275-288, May.
    2. Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023. "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, vol. 90(C).
    3. Fayez A. Elayan, 1993. "The Announcement Effect of Real Estate Joint Ventures on Returns to Stockholders: An Empirical Investigation," Journal of Real Estate Research, American Real Estate Society, vol. 8(1), pages 13-26.
    4. G. Donald Jud & John D. Benjamin & G. Stacy Sirmans, 1996. "What Do We Know about Apartments and Their Markets?," Journal of Real Estate Research, American Real Estate Society, vol. 11(3), pages 243-258.
    5. Mark Gallagher & Asieh Mansour, 2000. "An Analysis of Hotel Real Estate Market Dynamics," Journal of Real Estate Research, American Real Estate Society, vol. 19(2), pages 133-164.

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