- Barkham, R. and D. Geltner, Unsmoothing British Valuation-Based Returns without Assuming an Efficient Market, Journal of Property Research, 1994, 11, 81-95. Unsmoothing British Valuation-Based Returns without Assuming an Efficient Market Journal of Property Research 11 81 95
- Black, F., M.C. Jensen and M. Scholes, The Capital Asset Pricing Model: Some Empirical Tests, in M.C. Jensen, editor, Studies in the Theory of Capital Markets, New York: Praeger, 1972. The Capital Asset Pricing Model: Some Empirical Tests Studies in the Theory of Capital Markets
- Brown, G.R., Property Investment and Performance Measurement: A Reply, Journal of Valuation, 1986, 4:1, 33-44. Property Investment and Performance Measurement: A Reply Journal of Valuation 4 33 44
- Brueggeman, W.B., A.H. Chen and T.G. Thibodeau, Real Estate Investment Funds: Performance and Portfolio Considerations, AREUEA Journal, 1984, 12:3, 333-54. Thibodeau, Real Estate Investment Funds: Performance and Portfolio Considerations AREUEA Journal 12 333 54
- Business Week International, The Market Twitches, December 5, 1994, 32-34. The Market Twitches Business Week International 32 34
- Chen, N., R. Roll and S.A. Ross, Economic Forces and the Stock Market, Journal of Business, 1986, 59, 383-403. Economic Forces and the Stock Market Journal of Business 59 383 403
- Dawson, S., Is the Hong Kong Market Efficient? Journal of Portfolio Management, Spring 1982, 17-20. Is the Hong Kong Market Efficient? Journal of Portfolio Management 17 20
- Fama, E.F. and J.D. MacBeth, Risk, Return and Equilibrium: Empirical Tests, Journal of Political Economy, May 1973, 81, 607-36. Risk, Return and Equilibrium: Empirical Tests Journal of Political Economy 81 607 36
- Fistenberg, P.M., S.A. Ross and R.C. Zisler, Real Estate: The Whole Story, Journal of Portfolio Management, Spring 1988, 22-34. Real Estate: The Whole Story Journal of Portfolio Management 22 34
- Fogler, H.R., 20% in Real Estate: Can Theory Justify It? Journal of Portfolio Management, Winter 1984, 6-13. 20% in Real Estate: Can Theory Justify It? Journal of Portfolio Management 6 13
- Froland, C., R. Gorlow and R. Sampson, The Market Risk of Real Estate, Journal of Portfolio Management, Spring 1986, 12-19. The Market Risk of Real Estate Journal of Portfolio Management 12 19
- Gau, G. and D. Kohlhepp, Estimation of Equity Yield Rates Based on Capital Market Returns, Real Estate Appraiser and Analyst, 1978, 44:6, 33-39. Estimation of Equity Yield Rates Based on Capital Market Returns Real Estate Appraiser and Analyst 44 33 39
- Gibbons, M.R., Multivariate Tests of Financial Models: A New Approach, Journal of Financial Economics, 1982, 10:1, 3-28. Multivariate Tests of Financial Models: A New Approach Journal of Financial Economics 10 3 28
- Hamilton, S.W. and W.F.J. Wood, Real Estate and Investment Portfolios, Canada: Morguard Report, 1991. Real Estate and Investment Portfolios
- Hartzell, D., J. Hekman and M. Miles, Diversification Categories in Investment Real Estate, AREUEA Journal, 1986, 14:2, 230-53. Diversification Categories in Investment Real Estate, AREUEA Journal 14 230 53
- Hetherington, J.T., Forecasting of Rents, in A. MacLeary and N. Nanthakumaran, editors, Property Investment Theory, London: E&FN, 1988, 97-109. Forecasting of Rents Property Investment Theory 97 109
- Hoag, J., Towards Indices of Real Estate Value and Return, Journal of Finance, 1981, 35:2, 569-80. Towards Indices of Real Estate Value and Return Journal of Finance 35 569 80
- Hoesli, M.E. and M.S. Anderson, Swiss Real Estate: Return, Risk, and Diversification Opportunities, Journal of Property Research, 1991, 8, 133-45. Swiss Real Estate: Return, Risk, and Diversification Opportunities Journal of Property Research 8 133 45
- Hongkong Bank, The Insurance Industry in Hong Kong 1991, Hong Kong: Economic Research Department, Hongkong Bank, September 1991. The Insurance Industry in Hong Kong 1991
- Hong Kong Rating and Valuation Department, Property Review, various issues.
- Howells, P.G.A. and Y.J. Rydin, The Case for Property Investment and the Implications of a Unitized Property Market, Land Development Studies, 1990, 7, 15-30. The Case for Property Investment and the Implications of a Unitized Property Market Land Development Studies 7 15 30
- Ibbotson, R.G. and L.B. Siegel, Real Estate Returns: A Comparison with Other Investments, AREUEA Journal, 1984, 12:3, 219-42. Real Estate Returns: A Comparison with Other Investments AREUEA Journal 12 219 42
- Irwin, S.H. and D. Landa, Real Estate, Futures, and Gold as Portfolio Assets, Journal of Portfolio Management, Fall 1987, 29-34. Futures, and Gold as Portfolio Assets Journal of Portfolio Management 29 34
- Jordan, P. and E. Stewards, Integration vs. Segmentation in the Canadian Stock Market, Journal of Finance, 1986, 41:3, 603-14. Integration vs. Segmentation in the Canadian Stock Market Journal of Finance 41 603 14
- Kaplan, H.M., Farmland as a Portfolio Investment, Journal of Portfolio Management, Winter 1985, 73-78. Farmland as a Portfolio Investment Journal of Portfolio Management 73 78
- Kapplin, S., Financial Theory and the Valuation of Real Estate Under Conditions of Risk, Real Estate Appraiser and Analyst, 1976, 42:5, 28-37. Financial Theory and the Valuation of Real Estate Under Conditions of Risk Real Estate Appraiser and Analyst 42 28 37
- Lee, S.L., Property Returns in a Portfolio Context, Journal of Valuation, 1989, 7, 248-58. Property Returns in a Portfolio Context Journal of Valuation 7 248 58
- Liu, C.H., D.J. Hartzell, W. Greig, and T.V. Grissom, The Integration of the Real Estate Market and the Stock Market: Some Preliminary Evidence, Journal of Real Estate Finance and Economics, 1990, 3, 261-82. The Integration of the Real Estate Market and the Stock Market: Some Preliminary Evidence Journal of Real Estate Finance and Economics 3 261 82
- MacGregor, B.D. and N. Nanthakumaran, The Allocation to Property in the Multi-Asset Portfolio: The Evidence and Theory Reconsidered, Journal of Property Research, 1992, 9:1, 5-32. The Allocation to Property in the Multi-Asset Portfolio: The Evidence and Theory Reconsidered Journal of Property Research 9 5 32
- Markowitz, H.M., Portfolio Selection, Journal of Finance, March 1952, 7, 77-91. Portfolio Selection Journal of Finance 7 77 91
- Miles, M. and T. McCue, Historical Returns and Institutional Real Estate Portfolios, AREUEA Journal, 1982, 10:2, 184-99. Historical Returns and Institutional Real Estate Portfolios AREUEA Journal 10 184 99
- Miller, M.H. and M. Scholes, Rates of Return in Relation to Risk: A Re-Examination of Some Recent Findings, in M.C. Jensen, editor, Studies in the Theory of Capital Markets, New York: Praeger, 1972. Rates of Return in Relation to Risk: A Re-Examination of Some Recent Findings Studies in the Theory of Capital Markets
- Moses, E. and L. Wofford, Relationships Between Capital Markets and Real Estate Investment Yields, Real Estate Appraiser and Analyst, 1978, 44:6, 51-61. Relationships Between Capital Markets and Real Estate Investment Yields Real Estate Appraiser and Analyst 44 51 61
- Norman, E.J., G.S. Sirmans and J.D. Benjamin, The Historical Environment of Real Estate Returns, Journal of Real Estate Portfolio Management, 1995, 1:1, 1-24. The Historical Environment of Real Estate Returns Journal of Real Estate Portfolio Management 1 1 24
- Robicheck, A., R. Cohn and J. Pringle, Returns on Alternative Investment Media and Implications for Portfolio Construction, Journal of Business, July 1972, 427-33. Returns on Alternative Investment Media and Implications for Portfolio Construction Journal of Business 427 33
- Roulac, S., Modern Real Estate Investments, San Francisco: Property Press, 1976. Modern Real Estate Investments
- Sharpe, W.F., A Simplified Model for Portfolio Analysis, Management Science, 1963, 9, 277-90. A Simplified Model for Portfolio Analysis Management Science 9 277 90
- Sharpe, W.F., The Capital Asset Pricing Model: A 'Multi-Beta' Interpretation, in H. Levy and M. Sarnat, editors, Financial Decision Making under Uncertainty, New York: Academic Press, 1977. The Capital Asset Pricing Model: A 'Multi-Beta' Interpretation Financial Decision Making under Uncertainty
- Sharpe, W.F., Asset Allocation, in J.L. Maginn and D.L. Tuttle, editors, Managing Investment Portfolios, Boston: Warren Graham and Lamont, second edition 1990. Asset Allocation Managing Investment Portfolios
- Sharpe, W.F., and G.M. Cooper, Risk-Return Class of New York Stock Exchange Common Stocks, 1931-1967, Financial Analysts Journal, March-April 1972, 28, 46-52. Risk-Return Class of New York Stock Exchange Common Stocks, 1931-1967 Financial Analysts Journal 28 46 52
- South China Morning Post, various issues.
- Stambaugh, R.F., On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis, Journal of Financial Economics, 1982, 10:3, 237-68. On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis Journal of Financial Economics 10 237 68
- Stock Exchange of Hong Kong Ltd., The, Fact Book, various issues.
- Webb, J.R., On the Exclusion of Real Estate from the Market Portfolio, Journal of Portfolio Management, Fall 1990, 78-84. On the Exclusion of Real Estate from the Market Portfolio Journal of Portfolio Management 78 84
- Webb, J.R., and J.H. Rubens, How Much in Real Estate? A Surprising Answer, Journal of Portfolio Management, Spring 1987, 10-14. How Much in Real Estate? A Surprising Answer Journal of Portfolio Management 10 14
- Webb, J.R. and C. Sirmans, Yields and Risk Measures for Real Estate 1966-1977, Journal of Portfolio Management, Fall 1980, 14-19. Yields and Risk Measures for Real Estate 1966-1977 Journal of Portfolio Management 14 19
- Wendt, P. and S. Wong, Investment Performance: Common Stocks v. Apartment Houses, Journal of Finance, December 1965, 635-46. Investment Performance: Common Stocks v. Apartment Houses Journal of Finance 635 46
Journal of Real Estate Portfolio Management
Volume 2, 1996 - Issue 2