Citations (25)
Keep up to date with the latest research on this topic with citation updates for this article.
Read on this site (7)
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.
Read now
Read now
Alexander Schätz & Steffen Sebastian. (2009) The links between property and the economy – evidence from the British and German markets. Journal of Property Research 26:2, pages 171-191.
Read now
Read now
Chih-Yuan Yang & Ming-Chi Chen. (2009) The Role of Co-Kurtosis in the Pricing of Real Estate. Journal of Real Estate Portfolio Management 15:2, pages 185-195.
Read now
Read now
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.
Read now
Read now
Mark Callender, Steven Devaney, Angela Sheahan & Tony Key. (2007) Risk Reduction and Diversification in UK Commercial Property Portfolios. Journal of Property Research 24:4, pages 355-375.
Read now
Read now
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.
Read now
Read now
Raimond Maurer, Frank Reiner & Ralph Rogalla. (2004) Return and risk of German open‐end real estate funds. Journal of Property Research 21:3, pages 209-233.
Read now
Read now
Articles from other publishers (18)
Zouheir Mighri & Raouf Jaziri. (2022) Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets. Journal of Quantitative Economics 21:1, pages 41-97.
Crossref
Crossref
Tamás Kiss, Hoang Nguyen & Pär Österholm. (2021) Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails. Journal of Risk and Financial Management 14:11, pages 506.
Crossref
Crossref
Werner Gleißner & Cay Oertel. (2020) Conceptual framework for real estate transactions. Journal of Property Investment & Finance 38:3, pages 245-262.
Crossref
Crossref
Carsten Lausberg, Stephen Lee, Moritz Müller, Cay Oertel & Tobias Schultheiß. (2019) Risk measures for direct real estate investments with non-normal or unknown return distributions. Zeitschrift für Immobilienökonomie 6:1, pages 3-27.
Crossref
Crossref
Pablo Durán Santomil, Luís Otero González, Onofre Martorell Cunill & Anna M. Gil-Lafuente. (2019) PROPERTY RISK UNDER SOLVENCY II: EFFECTS OF DIFFERENT UNSMOOTHING TECHNIQUES. Technological and Economic Development of Economy 25:1, pages 1-19.
Crossref
Crossref
Florian Unbehaun & Franz Fuerst. (2018) Cap rates and risk: a spatial analysis of commercial real estate. Studies in Economics and Finance 35:1, pages 25-43.
Crossref
Crossref
Steffen Sebastian, Till Strohsal & René-Ojas Woltering. 2017. Understanding German Real Estate Markets. Understanding German Real Estate Markets
279
293
.
Michael Stein. (2014) German real estate funds: changes in return distributions and portfolio favourability. Journal of European Real Estate Research 7:1, pages 87-111.
Crossref
Crossref
Steffen Sebastian & Till Strohsal. 2012. Understanding German Real Estate Markets. Understanding German Real Estate Markets
301
313
.
Björn‐Martin Kurzrock, Sebastian Gläsner & Elaine Wilke. (2009) Performance of open‐ended real estate funds in Germany. Journal of European Real Estate Research 2:2, pages 110-131.
Crossref
Crossref
Dirk Kiesewetter, Tina Bensemann & Kristin Schönemann. (2014) Who has really paid for the Reconstruction of East Germany? Expected and Realized Returns on Real Estate Investments in East and West Germany in the 1990s. Business Research 2:1, pages 11-37.
Crossref
Crossref
. 2009. Investment Decisions on Illiquid Assets. Investment Decisions on Illiquid Assets
105
170
.
. 2009. Investment Decisions on Illiquid Assets. Investment Decisions on Illiquid Assets
9
104
.
Éric Le Fur. (2006) Panorama des fonds immobiliers dans le monde. Management & Avenir n° 8:2, pages 87-116.
Crossref
Crossref
Morawski, Jaroslaw & Rehkugler, Heinz. (2006) Anwendung von Downside-Risikomaßen auf dem deutschen Wohnungsmarkt. Credit and Capital Markets - Kredit und Kapital 39:1, pages 11-42.
Crossref
Crossref
Philipp Gerlach. (2022) Costs and Benefits of Changed Real Estate Valuation Requirements for German Open-End Real Estate Funds. SSRN Electronic Journal.
Crossref
Crossref
Constantin Gurdgiev, Brian M. Lucey & Deirdre Reilly. (2010) Real Estate and the Stock Market: A Meta‐Regression Analysis. SSRN Electronic Journal.
Crossref
Crossref
Raimond Maurer, Olivia S. Mitchell & Ralph Rogalla. (2008) Reforming German Civil Servant Pensions: Funding Policy, Investment Strategy, and Intertemporal Risk Budgeting. SSRN Electronic Journal.
Crossref
Crossref