This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Leverage and Foreign Investment in U.S. Real Estate

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Alan J. Ziobrowski (School of Management Lander College Greenwood, South Carolina 29649)
James W. Boyd (Department of Finance Kent State University Kent, Ohio 44242)
Abstract

Despite the large-scale purchase of U.S. real estate by foreign investors, empirical evidence has recently been offered that suggests that such investments may not be efficient for portfolio optimization. From the foreign perspective, free-floating exchange rates appear to introduce a level of risk to U.S. real estate assets that overrides any potential diversification benefits. For many years, corporate managers have borrowed in the home-country currency of their foreign assets to limit exchange risk exposure. This study investigates this strategy by examining the utility of U.S. dollar-denominated leverage to foreign investors in U.S. real estate. Specifically, efficient frontiers are constructed for British and Japanese investors to estimate the diversification gains available from including dollar-leveraged U.S. real estate in their respective investment portfolios.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://aux.zicklin.baruch.cuny.edu/jrer/papers/pdf/past/vol07n01/v07p033.pdf
File Format: application/pdf
File Function: Full text
Download Restriction: no

Publisher Info
Article provided by American Real Estate Society in its journal Journal of Real Estate Research.

Volume (Year): 7 (1992)
Issue (Month): 1 ()
Pages: 33-58
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:jre:issued:v:7:n:1:1992:p:33-58

Contact details of provider:
Postal: American Real Estate Society Clemson University School of Business & Behavioral Science Department of Finance 401 Sirrine Hall Clemson, SC 29634-1323
Email:
Web page: http://www.aresnet.org/

Order Information:
Postal: Diane Quarles American Real Estate Society Manager of Member Services Clemson University Box 341323 Clemson, SC 29634-1323
Email:
Web: http://aux.zicklin.baruch.cuny.edu/jrer/about/get.htm

For technical questions regarding this item, or to correct its listing, contact: (JRER Graduate Assistant/Webmaster).

Related research
Keywords:

Find related papers by JEL classification:
L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. W. B. Brueggeman & A. H. Chen & T. G. Thihodeau, 1984. "Real Estate Investment Funds: Performance and Portfolio Considerations," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 12(3), pages 333-354. [Downloadable!] (restricted)
  2. Elton, Edwin J & Gruber, Martin J & Padberg, Manfred W, 1976. "Simple Criteria for Optimal Portfolio Selection," Journal of Finance, American Finance Association, vol. 31(5), pages 1341-57, December. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? All the bibliographic data shown here has been contributed by volunteers, thereby helping to keep this service free.

This page was last updated on 2009-12-3.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.