- Fama, E.F. and J.D. MacBeth. Risk, Return, and Equilibrium: Empirical Tests. Journal of Political Economy, 1973, 81, 607- 36. Risk, Return, and Equilibrium: Empirical Tests. Journal of Political Economy 81 607 36
- Fama, E.F. and K.R. French. The Cross-Section of Expected Stock Returns. Journal of Finance, 1992, 47, 427-65. The Cross-Section of Expected Stock Returns. Journal of Finance 47 427 65
- Fama, E.F. and K.R. Value Versus Growth: The International Evidence. Journal of Finance, 1998, 52, 1975-99. Value Versus Growth: The International Evidence. Journal of Finance 52 1975 99
- INREV. Professional Standards “Core Definitions.” December, 2006.
- INREV. Real Estate Fund Style Framework. White paper, June, 2008.
- Marcato, G. Style Analysis in Real Estate Markets and the Construction of Value and Growth Indexes. Journal of Real Estate Portfolio Management, 2004, 10, 203-15. Style Analysis in Real Estate Markets and the Construction of Value and Growth Indexes. Journal of Real Estate Portfolio Management 10 203 15
- McDonald, L. and B. Silver. Institutional Real Estate- Investment Style Categories. CRA-Rogers Casey, 2004.
- NCREIF. Data Collection and Reporting Procedures Manual. 2006.
- NCREIF & The Townsend Group. Real Estate Indices. Preliminary Report, Fourth Quarter 2007, May 27, 2008. Principal Real Estate Investors, RERC, and CBRE/Torto- Wheaton Research. Expectations & Market Realities in Real Estate. 2007.
- Sharpe, W.F., Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. Journal of Finance, 1964, 19, 425-42. Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. Journal of Finance 19 425 42
Real Estate Investment Style and Style Purity
Reprints and Corporate Permissions
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
To request a reprint or corporate permissions for this article, please click on the relevant link below:
Academic Permissions
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
Obtain permissions instantly via Rightslink by clicking on the button below:
If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.
Related research
People also read lists articles that other readers of this article have read.
Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.
Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.