- Affleck-Graves, J. and B. MacDonald, Non-Normalities and Tests of Asset Pricing Theories, Journal of Finance, 1989, 44, 889-908. Non-Normalities and Tests of Asset Pricing Theories Journal of Finance 44 889 908
- Brown, G. R. and G. A. Matysiak, Sticky Valuations, Aggregation Effects and Property Indices, Journal of Real Estate Finance and Economics, 2000, 20. Sticky Valuations, Aggregation Effects and Property Indices Journal of Real Estate Finance and Economics 20
- Eichholtz, P. M. A., The Stability of the Covariances of International Property Share Returns, Journal of Real Estate Research, 1996a, 11, 149-58. The Stability of the Covariances of International Property Share Returns Journal of Real Estate Research 11 149 58
- Eichholtz, P. M. A., Does International Diversification Work Better for Real Estate than for Stocks and Bonds, Financial Analysts Journal, 1996b, January-February, 56-62. Does International Diversification Work Better for Real Estate than for Stocks and Bonds Financial Analysts Journal 56 62
- Eichholtz, P. M. A. and D. J. Hartzell, Property Shares, Appraisals and the Stock Market: An International Perspective, Journal of Real Estate Finance & Economics, 1996, 12, 163-78. Property Shares, Appraisals and the Stock Market: An International Perspective Journal of Real Estate Finance & Economics 12 163 78
- Eichholtz, P. M. A., R. Huisman, K. Koedijk and L. Schuin, Continental Factors in International Real Estate Returns, Real Estate Economics, 1998, 26, 493-510. Continental Factors in International Real Estate Returns Real Estate Economics 26 493 510
- Eun, C. S. and B. G. Resnick, Currency Factor in International Portfolio Diversification, Columbia Journal of World Business, 1985, 20, 45-53. Currency Factor in International Portfolio Diversification Columbia Journal of World Business 20 45 53
- Eun, C. S. and B. G. Resnick., Exchange Rate Uncertainty, Forward Contracts and International Portfolio Selection, Journal of Finance, 1988, 43, 197-215. Exchange Rate Uncertainty, Forward Contracts and International Portfolio Selection Journal of Finance 43 197 215
- Firstenberg, P. M., S. A. Ross and R. C. Zisler, Real Estate: The Whole Story, Journal of Portfolio Management, 1988, Spring, 22-32. Real Estate: The Whole Story Journal of Portfolio Management 22 32
- Geltner, D., Temporal Aggregation in Real Estate Return Indices, Journal of the American Real Estate and Urban Economics Association, 1993, 21, 141-66. Temporal Aggregation in Real Estate Return Indices Journal of the American Real Estate and Urban Economics Association 21 141 66
- Geltner, D,. Appraisal Smoothing: The Other Side of the Story—A Comment, Working paper, University of Cincinnati, 1999.
- Gibbons, M., S. Ross and J. Shanken, A Test of the Efficiency of a Given Portfolio, Econometrica, 1989, 57, 1121-152. A Test of the Efficiency of a Given Portfolio Econometrica 57 1121 152
- Giliberto, S. M, Real Estate Risk & Return: 1991 Survey Results, Real Estate Research Paper, Salomon Brothers Inc., March, 1992.
- Giliberto, S. M., Measuring Real Estate Returns: The Hedged REIT Index, Journal of Portfolio Management, 1993, Spring, 94-99. Measuring Real Estate Returns: The Hedged REIT Index Journal of Portfolio Management 94 99
- Glen, J. and P. Jorion, Currency Hedging for International Portfolios, Journal of Finance, 1993, 48, 1865-886. Currency Hedging for International Portfolios Journal of Finance 48 1865 886
- Goeztmann, W. and S. Wachter, The Global Real Estate Crash: Evidence from an International Database, Working paper, Yale University, 1996.
- Graff, R. A. and M. S. Young, The Magnitude of Random Appraisal Error in Commercial Real Estate Valuation, Journal of Real Estate Research, 1999, 17, 33-54. The Magnitude of Random Appraisal Error in Commercial Real Estate Valuation Journal of Real Estate Research 17 33 54
- Grubel, H. G., Internationally Diversified Portfolios: Welfare Gains and Capital Flows, American Economic Review, 1968, 58, 1299-314. Internationally Diversified Portfolios: Welfare Gains and Capital Flows American Economic Review 58 1299 314
- Hines, M. A., Guide to International Real Estate Investment, New York; Quorom, 1988. Guide to International Real Estate Investment
- Jobson, J. D. and B. Korkie, Performance Hypothesis Testing with the Sharpe and Treynor Measures, Journal of Finance, 1981, 36, 888-908. Performance Hypothesis Testing with the Sharpe and Treynor Measures Journal of Finance 36 888 908
- Jobson, J. D. and B. Korkie., Potential Performance and Tests of Portfolio Efficiency, Journal of Financial Economics, 1982, 36, 888-908. Potential Performance and Tests of Portfolio Efficiency Journal of Financial Economics 36 888 908
- Jorion, P., International Portfolio Diversification with Estimation Risk, Journal of Business, 1985, 58, 259-78. International Portfolio Diversification with Estimation Risk Journal of Business 58 259 78
- Kalberg, J. G, C. H. Liu and D. W. Grieg, The Role of Real Estate in the Portfolio Allocation Process, Real Estate Economics, 1996, 24, 359-77. The Role of Real Estate in the Portfolio Allocation Process Real Estate Economics 24 359 77
- Kandel, S. and R. Stamburgh, A Mean-Variance Framework for Tests of Asset Pricing Models, Review of Financial Studies, 1989, 2, 125-56. A Mean-Variance Framework for Tests of Asset Pricing Models Review of Financial Studies 2 125 56
- Lai, T. Y. and K. Wang, Appraisal Smoothing: The Other Side of the Story, Real Estate Economics, 1998, 26, 511-36. Appraisal Smoothing: The Other Side of the Story Real Estate Economics 26 511 36
- Lee, S. L., P. Byrne and N. French, Assessing the Future of Property in the Multi-Asset Portfolio: The Case of UK Pension Funds, Journal of Property Research, 1996, 13, 197-210. Assessing the Future of Property in the Multi-Asset Portfolio: The Case of UK Pension Funds Journal of Property Research 13 197 210
- Levy, H. and K. C. Lim, Forward Exchange Bias, Hedging and the Gains from International Diversification of Investment Portfolios, Journal of International Money and Finance, 1994, 13, 159-170. Forward Exchange Bias, Hedging and the Gains from International Diversification of Investment Portfolios Journal of International Money and Finance 13 159 170
- Liang, Y., A. Chatrath and W. McIntosh, Apartment REITs and Apartment Real Estate, Journal of Real Estate Research, 1996, 11, 277-290. Apartment REITs and Apartment Real Estate Journal of Real Estate Research 11 277 290
- Liang, Y, M. J. Seiler and A. Chatrath, Are REIT Returns Hedgeable, Journal of Real Estate Research, 1998, 16, 87-98. Are REIT Returns Hedgeable Journal of Real Estate Research 16 87 98
- Liang, Y. and J. R. Webb, The Hedged REIT Index and Mixed-Asset Portfolios, Journal of Real Estate Portfolio Management, 1996, 2, 55-62. The Hedged REIT Index and Mixed-Asset Portfolios Journal of Real Estate Portfolio Management 2 55 62
- Liu, C. H. and J. Mei, The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences, Real Estate Economics, 1998, 26, 3-39. The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences Real Estate Economics 26 3 39
- Lizieri, C., E. Worzala, and R. Johnson, To Hedge or not to Hedge: International Real Estate Investment Under Exchange Rate Uncertainty, Research Report for the Educational Trust of the Royal Institution of Chartered Surveyors, 1998.
- 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, 5-32. The Allocation to Property in the Multi-Asset Portfolio: The Evidence and Theory Reconsidered Journal of Property Research 9 5 32
- MacKinlay, C. and M. Richardson, Using Generalized Method of Moments to Test Mean-Variance Efficiency, Journal of Finance, 1991, 46, 511-27. Using Generalized Method of Moments to Test Mean-Variance Efficiency Journal of Finance 46 511 27
- Newell, G. and J. R. Webb, Institutional Real Estate Performance Benchmarks: An International Perspective, Journal of Real Estate Literature, 1994, 2, 215-23. Institutional Real Estate Performance Benchmarks: An International Perspective Journal of Real Estate Literature 2 215 23
- Newell, G. and E. Worzala, The Role of International Property in Investment Portfolios, Journal of Property Finance, 1995, 6, 55-63. The Role of International Property in Investment Portfolios Journal of Property Finance 6 55 63
- Quan, D. C. and S. Titman, Commercial Real Estate Prices and Stock Market Returns: An International Analysis, Financial Analysts Journal, 1997, May-June, 21-34. Commercial Real Estate Prices and Stock Market Returns: An International Analysis Financial Analysts Journal 21 34
- Ross, S. A. and R. Zisler, Risk and Return in Real Estate, Journal of Real Estate Finance and Economics, 1991, 4, 175-90. Risk and Return in Real Estate Journal of Real Estate Finance and Economics 4 175 90
- Ross, T. A. and J. R. Webb, Diversification and Risk in International Real Property Investment: An Empirical Study, International Property Investment Journal, 1985, 2, 359-77. Diversification and Risk in International Real Property Investment: An Empirical Study International Property Investment Journal 2 359 77
- Solnik, B., Why Not Diversify Internationally Rather Than Domestically?, Financial Analysts Journal, 1974, July-August, 48-54. Why Not Diversify Internationally Rather Than Domestically? Financial Analysts Journal 48 54
- Tarbert, H. and J. Marney, The Effects of Cross Serial Correlation on the Construction of an Index: A Simulation Approach, Paper presented at the RICS Cutting Edge Conference, Leicester, UK, September 1998.
- White, H., A Heteroscedasticity Consistent Covariance Matrix Estimator and Direct Tests for Heteroscedasticity, Econometrica, 1980, 48, 817-38. A Heteroscedasticity Consistent Covariance Matrix Estimator and Direct Tests for Heteroscedasticity Econometrica 48 817 38
- Worzala, E. International Direct Real Estate Investment as Alternative Portfolio Assets for Institutional Investors: An Evaluation. Unpublished Ph.D. dissertation, University of Wisconsin-Madison, 1992.
- Worzala, E., Overseas Property Investments: How they are Perceived by the Institutional Investor, Journal of Property Valuation and Investment, 1994, 12, 31-47. Overseas Property Investments: How they are Perceived by the Institutional Investor Journal of Property Valuation and Investment 12 31 47
- Worzala, E., R. Johnson and C. Lizieri, Currency Swaps as a Hedging Technique for an International Real Estate Investment, Journal of Property Finance, 1997, 8, 134-51. Currency Swaps as a Hedging Technique for an International Real Estate Investment Journal of Property Finance 8 134 51
- Ziobrowski, A. J. and R. J. Curcio, Diversification Benefits of US Real Estate to Foreign Investors, Journal of Real Estate Research, 1991, 6, 119-42. Diversification Benefits of US Real Estate to Foreign Investors Journal of Real Estate Research 6 119 42
- Ziobrowski, A. J. and B. J. Ziobrowski, Hedging Foreign Investments in U.S. Real Estate with Currency Options, Journal of Real Estate Research, 1993, 8, 27-54. Hedging Foreign Investments in U.S. Real Estate with Currency Options Journal of Real Estate Research 8 27 54
- Ziobrowski, A. J., B. J. Ziobrowski and S. Rosenberg, Currency Swaps and International Real Estate Investment, Real Estate Economics, 1997, 25, 223-52. Currency Swaps and International Real Estate Investment Real Estate Economics 25 223 52
- Ziobrowski, B. J. and A .J. Ziobrowski, Using Forward Contracts to Hedge Foreign Investment in U.S. Real Estate, Journal of Property Valuation and Investment, 1995, 13, 23-43. Using Forward Contracts to Hedge Foreign Investment in U.S. Real Estate Journal of Property Valuation and Investment 13 23 43
Journal of Real Estate Research
Volume 19, 2000 - Issue 1