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Journal of Real Estate Portfolio Management Volume 14, 2008 - Issue 4
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Research Articles

Time-Varying Diversification Effect of Real Estate in Institutional Portfolios: When Alternative Assets Are Considered

Kathy Hung California State University-East Bay, Hayward, CA
,
Zhan Onayev State Street Global Advisors, Boston, MA
&
Charles Tu University of San Diego, San Diego, CA
Pages 241-262 | Published online: 18 Jun 2020

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  • The authors thank Crocker Liu, Jim Clayton, an anonymous referee, and participants at the 2008 AREUEA annual meeting for their helpful comments.

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