5
Views
5
CrossRef citations to date
0
Altmetric
Research Articles

Optimal Portfolio Allocations to Real Estate

&
Pages 63-73 | Published online: 18 Jun 2020

  • Baum, A.E., A Critical Examination of the Measurement of Real Estate Investment Risk, Discussion Paper No. 22. Cambridge, U.K.: Department of Land Economy, University of Cambridge, 1989. A Critical Examination of the Measurement of Real Estate Investment Risk, Discussion Paper No. 22
  • Brealey, R.A., The Risk Premium on U.K. Equities, Investment Analyst, 1978, 52, 14-18. The Risk Premium on U.K. Equities Investment Analyst 52 14 18
  • Brown, G.R., Property Investment and the Capital Markets, London: Chapman & Hall, 1991. Property Investment and the Capital Markets
  • Corgel, J.B. and J.A. deRoos, Portfolio Allocations to Real Estate: Another Story, Mimeo, 1994.
  • Efron, B. and R. Tibshirani, An Introduction to the Bootstrap, London: Chapman & Hall, 1993. An Introduction to the Bootstrap
  • Elton E. and M. Gruber, Modern Portfolio Theory and Investment Analysis, New York: John Wiley, 1991. Modern Portfolio Theory and Investment Analysis
  • Firstenberg, P.M., S.A. Ross and R.C. Zisler, Real Estate: The Whole Story, Journal of Portfolio Management, Spring 1988, 14:3, 22-34. Real Estate: The Whole Story Journal of Portfolio Management 14 22 34
  • Gatzlaff, D.H., Pension Fund Investment: An Analysis of Fund Allocations to Real Estate, Mimeo, 1995.
  • Gatzlaff, D.H., and D. Tirtiroglu, Real Estate Market Efficiency: Issues and Evidence, Journal of Real Estate Literature, 1995, 3:2, 157-89. Real Estate Market Efficiency: Issues and Evidence Journal of Real Estate Literature 3 157 89
  • Geltner, D.M., R.A. Graff and M.S. Young, Random Disaggregate Appraisal Error in Commercial Real Estate: Evidence from the Russell-NCREIF Database, paper presented at the American Real Estate Society Conference, Santa Barbara, California, 1994. Random Disaggregate Appraisal Error in Commercial Real Estate: Evidence from the Russell-NCREIF Database
  • Giliberto, S.M., The Allocation of Real Estate to Future Mixed-Asset Institutional Portfolios, Journal of Real Estate Research, Fall 1992, 7:4, 423-32. The Allocation of Real Estate to Future Mixed-Asset Institutional Portfolios Journal of Real Estate Research 7 423 32
  • Graff, R.A. and M.S. Young, Real Estate Return Correlations: Real-World Limitations on Relationships Inferred from NCREIF Data, paper presented at the American Real Estate Society Conference. Santa Barbara, California, 1994. Real Estate Return Correlations: Real-World Limitations on Relationships Inferred from NCREIF Data
  • Gyourko, J. and P. Linneman, Analysing the Risk of Income-Producing Real Estate, Urban Studies, 1990, 27:4, 497-508. Analysing the Risk of Income-Producing Real Estate Urban Studies 27 497 508
  • Howells, P.G.A. and Y.J. Rydin, The Case for Real Estate Investment and the Implications of a Unitized Real Estate Market, Land Development Studies, 1990, 7, 15-30. The Case for Real Estate Investment and the Implications of a Unitized Real Estate Market Land Development Studies 7 15 30
  • Liang, Y., F.C.N. Myer and J.R. Webb, The Bootstrap Efficient Frontier for Mixed-Asset Portfolios, Real Estate Economics, forthcoming. The Bootstrap Efficient Frontier for Mixed-Asset Portfolios Real Estate Economics,
  • MacGregor, B.D., Risk, Diversification and Expectations: The Theory and U.K., Evidence Reconsidered, paper presented at the International Real Estate Conference, Mystic, Connecticut, 1993. Risk, Diversification and Expectations: The Theory and U.K., Evidence Reconsidered
  • MacGregor, B.D., and N. Nanthakumaran, The Allocation to Real Estate in the Multi-Asset Portfolio: The Evidence and Theory Reconsidered, Journal of Property Research, 1992, 9, 5-32. The Allocation to Real Estate in the Multi-Asset Portfolio: The Evidence and Theory Reconsidered Journal of Property Research 9 5 32
  • Matysiak, G.A. and G.R. Brown, An Evaluation of U.K. Property Companies Investment Performance, paper presented at the Pacific Asia Property Research Conference, Singapore, April 1995. An Evaluation of U.K. Property Companies Investment Performance
  • Morrell, G.D., Value-Weighting and the Variability of Real Estate Returns: Implications for Portfolio Construction and Performance Valuation, Journal of Property Research, 1993, 10, 167-83. Value-Weighting and the Variability of Real Estate Returns: Implications for Portfolio Construction and Performance Valuation Journal of Property Research 10 167 83
  • Quigg, L., Empirical Testing of Real Option-Pricing Models, Journal of Finance, 1993, 48:2, 621-41. Empirical Testing of Real Option-Pricing Models Journal of Finance 48 621 41
  • Sharpe, W.F., Asset Allocation, in J.L. Maginn and D.L. Tuttle, editors, Managing Investment Portfolios, Boston, Mass.: Warren Gorham and Lamont, second edition 1990. Asset Allocation Managing Investment Portfolios
  • Webb, J.R. and J.H. Rubens, How Much in Real Estate? A Surprising Answer, Journal of Portfolio Management, Spring 1987, 3, 10-14. How Much in Real Estate? A Surprising Answer Journal of Portfolio Management 3 10 14

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.