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Diversification In The Real Estate Portfolio

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  • Mike Miles
  • Tom McCue

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  • Mike Miles & Tom McCue, 1984. "Diversification In The Real Estate Portfolio," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(1), pages 57-68, March.
    • Handle: RePEc:bla:jfnres:v:7:y:1984:i:1:p:57-68
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1984.tb00354.x
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    References listed on IDEAS

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    1. John L. Evans & Stephen H. Archer, 1968. "Diversification And The Reduction Of Dispersion: An Empirical Analysis," Journal of Finance, American Finance Association, vol. 23(5), pages 761-767, December.
    2. Paul F. Wendt & Sui N. Wong, 1965. "Investment Performance: Common Stocks Versus Apartment Houses," Journal of Finance, American Finance Association, vol. 20(4), pages 633-646, December.
    3. Mike Miles & Tom Mc Cue, 1982. "Historic Returns and Institutional Real Estate Portfolios," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 10(2), pages 184-199, June.
    4. Sears, R. Stephen & Trennepohl, Gary L., 1982. "Measuring Portfolio Risk in Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(3), pages 391-409, September.
    5. Elton, Edwin J & Gruber, Martin J, 1977. "Risk Reduction and Portfolio Size: An Analytical Solution," The Journal of Business, University of Chicago Press, vol. 50(4), pages 415-437, October.
    6. Hoag, James W, 1980. "Towards Indices of Real Estate Value and Return," Journal of Finance, American Finance Association, vol. 35(2), pages 569-580, May.
    7. M. Chapman Findlay & Carl W. Hamilton & Stephen D. Messner & Jonathan S. Yormark, 1979. "Optimal Real Estate Portfolios," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 7(3), pages 298-317, September.
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    Cited by:

    1. Fayez A. Elayan, 1993. "The Announcement Effect of Real Estate Joint Ventures on Returns to Stockholders: An Empirical Investigation," Journal of Real Estate Research, American Real Estate Society, vol. 8(1), pages 13-26.
    2. Mark Gallagher & Asieh Mansour, 2000. "An Analysis of Hotel Real Estate Market Dynamics," Journal of Real Estate Research, American Real Estate Society, vol. 19(2), pages 133-164.
    3. Robert Campbell & Nancy White-Huckins & C. Sirmans, 2006. "Domestic and International Equity REIT Joint Ventures: Structuring Corporate Options," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 275-288, May.
    4. G. Donald Jud & John D. Benjamin & G. Stacy Sirmans, 1996. "What Do We Know about Apartments and Their Markets?," Journal of Real Estate Research, American Real Estate Society, vol. 11(3), pages 243-258.

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