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Research Articles

Public and Private Real Estate in a Mixed-Asset Portfolio

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Pages 193-203 | Published online: 18 Jun 2020

  • Chua, A., The Role of International Real Estate in Global Mixed-Asset Investment Portfolios, Real Estate Portfolio Management, 1999, 5:2, 129-37. The Role of International Real Estate in Global Mixed-Asset Investment Portfolios Real Estate Portfolio Management 5 129 37
  • Ciochetti, B. A., T. M. Craft and J. D. Shilling, Institutional Investors' Preferences for REIT Stocks, Real Estate Economics, 2002, 30:4, 567-94. Institutional Investors' Preferences for REIT Stocks Real Estate Economics 30 567 94
  • Feldman, B. E., Investment Policy for Securitized and Direct Real Estate, Journal of Portfolio Management, Special Real Estate Issue, 2003, 112-21. Investment Policy for Securitized and Direct Real Estate Journal of Portfolio Management 112 21
  • Fu, Y. and L. K. NG, Market Efficiency and Return Statistics: Evidence from Real Estate and Stock Markets Using a Present Value Approach, Real Estate Economics, 2001, 29:2, 227-50. Market Efficiency and Return Statistics: Evidence from Real Estate and Stock Markets Using a Present Value Approach Real Estate Economics 29 227 50
  • Geltner, D. M., Estimating Market Values from Appraised Values without Assuming an Efficient Market, Journal of Real Estate Research, 1993, 8:3, 325-45. Estimating Market Values from Appraised Values without Assuming an Efficient Market Journal of Real Estate Research 8 325 45
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  • Gordon, J., T. Canter and J. R. Webb, The Effect of International Real Estate Securities of Portfolio Diversification, Journal of Real Estate Portfolio Management, 1998, 4:2, 83-91. The Effect of International Real Estate Securities of Portfolio Diversification Journal of Real Estate Portfolio Management 4 83 91
  • Ibbotson Associates, Real Estate Investment Trusts, Power-Point presentation of research completed for NAREIT. Available on NAREIT website at www.NAREIT.com. 2001. www.NAREIT.com
  • Ling, D. C. and A. Naranjo, The Integration of Commercial Real Estate Markets and Stock Markets, Real Estate Economics, 1999, 27:3, 483-515. The Integration of Commercial Real Estate Markets and Stock Markets Real Estate Economics 27 483 515
  • Miles, M. and N. Tolleson, A Revised Look at How Real Estate Compares with Other Major Components of Domestic Investment Universe, Real Estate Finance, 1997, 14:1, 11-20. A Revised Look at How Real Estate Compares with Other Major Components of Domestic Investment Universe Real Estate Finance 14 11 20
  • Mueller, G. R., K. Pauley and W. A. Morrell, Should REITs Be Included in a Mixed-asset Portfolio?, Real Estate Finance, 1994, 11:1, 23-8. Should REITs Be Included in a Mixed-asset Portfolio? Real Estate Finance 11 23 8
  • Quan, D. C. and S. Titman, Do Real Estate Prices and Stock Prices Move Together? An International Analysis, Real Estate Economics, 1999, 27:2, 183-207. Do Real Estate Prices and Stock Prices Move Together? An International Analysis Real Estate Economics 27 183 207
  • Ziering, B. and W. McIntosh, Revisiting the Case for Including Core Real Estate in a Mixed-Asset Portfolio, Real Estate Finance, 1997, 13:4, 14-22. Revisiting the Case for Including Core Real Estate in a Mixed-Asset Portfolio Real Estate Finance 13 14 22
  • Ziering, B. and W. McIntosh, REIT Correlations with Capital Market Indexes: Separating Signal from Noise, Real Estate Finance, 1999, 15:4, 61-7. REIT Correlations with Capital Market Indexes: Separating Signal from Noise Real Estate Finance 15 61 7

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