Portfolio Considerations in the Valuation of Real Estate
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DOI: 10.1111/1540-6229.00398
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Cited by:
- Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent, 2019.
"Mixed-asset portfolio allocation under mean-reverting asset returns,"
Annals of Operations Research, Springer, vol. 281(1), pages 65-98, October.
- Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent, 2018. "Mixed-asset portfolio allocation under mean-reverting asset returns," Post-Print hal-01955220, HAL.
- Dodson, Carles, 1992. "Systematic Risk, Unanticipated Inflation, Excess Returns, and Texas Cropland Investments," WAEA/ WFEA Conference Archive (1929-1995) 321400, Western Agricultural Economics Association.
- Leon G. Shilton & John Teall, 1994. "Option-Based Prediction of Commercial Mortgage Defaults," Journal of Real Estate Research, American Real Estate Society, vol. 9(2), pages 219-236.
- Jack H. Rubens & David A. Louton & Elizabeth J. Yobaccio, 1998. "Measuring the Significance of Diversification Gains," Journal of Real Estate Research, American Real Estate Society, vol. 16(1), pages 73-86.
- Joseph Gyourko & Peter Linneman, 1990. "Analysing the Risk of Income-producing Real Estate," Urban Studies, Urban Studies Journal Limited, vol. 27(4), pages 497-508, August.
- Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020.
"Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach,"
MPRA Paper
103870, University Library of Munich, Germany.
- Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," Working Papers 2020-009, Department of Research, Ipag Business School.
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