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Journal of Real Estate Portfolio Management Volume 3, 1997 - Issue 1
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Research Articles

Real Estate Portfolio Analysis under Conditions of Non-Normality: The Case of NCREIF

Peter ByrneSenior Lecturer and Head of the Department of Land Management and Development at The University of Reading, Reading, England
&
Stephen Lee Lecturer in the Department of Land Management and Development at The University of Reading, Reading, England
Pages 37-46 | Published online: 18 Jun 2020

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Carsten Fritz & Cay Oertel. (2021) AR-GARCH-EVT-Copula for securitised real estate: an approach to improving risk forecasts?. Journal of Property Research 38:1, pages 71-98.
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Ming-Chu Chiang, I-Chun Tsai & Cheng-Feng Lee. (2012) The Downside Risk of U.S. and U.K. Housing Markets. Journal of Real Estate Portfolio Management 18:3, pages 257-272.
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Johannes Richter, Matthias Thomas & Roland Füss. (2011) German Real Estate Return Distributions: Is There Anything Normal?. Journal of Real Estate Portfolio Management 17:2, pages 161-179.
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Björn-Martin Kurzrock, Nico Rottke & Dirk Schiereck. (2009) Factors that Influence the Performance of Office Properties. Journal of Real Estate Portfolio Management 15:1, pages 59-73.
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MichaelS. Young, StephenL. Lee & StevenP. Devaney. (2006) Non‐Normal Real Estate Return Distributions by Property Type in the UK. Journal of Property Research 23:2, pages 109-133.
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John Knight, Colin Lizieri & Stephen Satchell. (2005) Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1 . Journal of Property Research 22:4, pages 309-323.
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Raimond Maurer, Frank Reiner & Steffen Sebastian. (2004) Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K.. Journal of Real Estate Portfolio Management 10:1, pages 59-76.
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