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Research Articles

Hedged REIT Indices

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Pages 175-184 | Published online: 18 Jun 2020

  • Fogler. H.R. (1984). “Twenty Percent in Real Estate: Can Theory Justify It?“ Journal of Portfolio Management 10(2). 6-13. Twenty Percent in Real Estate: Can Theory Justify It? Journal of Portfolio Management 10 6 13
  • Celtner, D. (1989a). “Bias in Appraisal-Based Returns.” AREUEA Journal 17(3), 338-352. AREUEA Journal 17 338 352
  • Geltner, D. (1989b). “Estimating Real Estate’s Systematic Risk from Aggregate Level Appraisal-Based Returns.” AREUEA Journal 17(4), 463-481. AREUEA Journal 17 463 481
  • Geltner, D. (1991). “Smoothing in Appraisal-Based Returns.” Journal of Real Estate Finance and Economics 4(3), 327-345. Journal of Real Estate Finance and Economics 4 327 345
  • Geltner, S.M. (1988). “A Note on the Use of Appraisal Data in Indexes of Performance Measurement.” AREUEA Journal 16(1), 77-83. AREUEA Journal 16 77 83
  • Giliberto, S.M. (1990). “Equity Real Estate Investment Trusts and Real Estate Returns.” Journal of Real Estate Research 5(2), 259-264. Journal of Real Estate Research 5 259 264
  • Giliberto. S.M. (1993). “Measuring Real Estate Returns: The Hedged REIT Index.” Journal of Portfolio Management 19(3), 94-99. Journal of Portfolio Management 19 94 99
  • Hartzell, D.J, (1986). Real Estate in the Portfolio. New York: Salomon Brothers. Real Estate in the Portfolio
  • Hartzell, D.J., and Webb, J.R. (1988). “Real Estate Risk and Return Expectations: Recent Survey Results.” Journal of Real Estate Research 3(3), 31 38. Real Estate Risk and Return Expectations: Recent Survey Results Journal of Real Estate Research 3 31 38
  • Ibbotson Associates. (1994). Stocks. Bonds, Bills, and Inflation: 1994 Year Book. Chicago. Stocks. Bonds, Bills, and Inflation: 1994 Year Book
  • Kuhle, J.L. (1987). “Portfolio Diversification and Return Benefits: Common Stock vs. Real Estate Investment Trusts (REITs).” Journal of Real Estate Research 2(2), 1-9. Journal of Real Estate Research 2 1 9
  • Liang, Y., Chatrath A., and McIntosh, W. (1995). “Apartment REITs and Apartment Real Estate.” Journal of Real Estate Research, forthcoming. Apartment REITs and Apartment Real Estate Journal of Real Estate Research, forthcoming
  • NAREIT. (1994). REIT Handbook. Washington, DC: National Association of Real Estate Investment Trusts. REIT Handbook

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