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Journal of Real Estate Portfolio Management Volume 18, 2012 - Issue 1
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Research Articles

Real Estate Return Distributions Using Maximum Likelihood Estimation: New Technology, New Results

Michael Young Flinn Foundation, Goodyear, AZ 85395
&
Roger Brown University of Maryland, College Park, MD 20742
Pages 23-41 | Published online: 18 Jun 2020

Citations (5)

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Read on this site (1)

Michael S. Young & Roger J. Brown. (2023) Real Estate Return Distributions with New NCREIF Data Series. Journal of Real Estate Portfolio Management 29:2, pages 151-176.
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Articles from other publishers (4)

Michael Stein. (2017) Limits to Diversification: Tail Risks in Real Estate Portfolios . The Journal of Alternative Investments 20:1, pages 61-80.
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Roger Brown & Beate Klingenberg. (2015) Real estate risk: heavy tail modelling using Excel. Journal of Property Investment & Finance 33:4, pages 393-407.
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Michael Stein. (2015) Tales of Tails and Their Removal in Real Estate Portfolios: Does Normality Prevent from Risk?. SSRN Electronic Journal.
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Michael Stein, Daniel Piazolo & Stoyan V. Stoyanov. (2013) Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents. SSRN Electronic Journal.
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