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Risk and Return in Real Estate

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Author Info
Ross, Stephen A
Zisler, Randall C
Abstract

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Publisher Info
Article provided by Springer in its journal Journal of Real Estate Finance & Economics.

Volume (Year): 4 (1991)
Issue (Month): 2 (June)
Pages: 175-90
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:kap:jrefec:v:4:y:1991:i:2:p:175-90

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Web page: http://www.springerlink.com/link.asp?id=102945

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

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  1. Dirk P.M. De Wit, 1993. "Smoothing Bias in In-House Appraisal-Based Returns of Open-End Real Estate Funds," Journal of Real Estate Research, American Real Estate Society, vol. 8(2), pages 157-170. [Downloadable!]
  2. Ling T. He, & James. R. Webb & Neil Myer, 2003. "Interest Rate Sensitivities of REIT Returns," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 1-21. [Downloadable!] (restricted)
  3. Marjorie Flavin & Takashi Yamashita, 1998. "Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle," University of California at San Diego, Economics Working Paper Series 98-02, Department of Economics, UC San Diego. [Downloadable!]
  4. Graeme Newell & James R. Webb, 1996. "Assessing Risk for International Real Estate Investments," Journal of Real Estate Research, American Real Estate Society, vol. 11(2), pages 103-116. [Downloadable!]
  5. Barbara J. Davis & Roger M. Shelor, 1995. "Executive Compensation and Financial Performance in the Real Estate Industry," Journal of Real Estate Research, American Real Estate Society, vol. 10(2), pages 141-152. [Downloadable!]
  6. Marjorie Flavin & Shinobu Nakagawa, 2004. "A Model of Housing in the Presence of Adjustment Costs: A Structural Interpretation of Habit Persistence," NBER Working Papers 10458, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Patric Hendershott & Edward J. Kane, 1992. "Office Market Values During the Past Decade: How Distorted Have Appraisals Been?," NBER Working Papers 4128, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Marjorie Flavin & Takashi Yamashita, 1998. "Owner-Occupied Housing and the Composition of the Household Portfolio Over the Life-Cycle," NBER Working Papers 6389, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Peter Chinloy & James Musumeci, 1994. "Shopping Center Financing: Pricing Loan Default Risk," Journal of Real Estate Research, American Real Estate Society, vol. 9(1), pages 49-64. [Downloadable!]
  10. F.C. Neil Myer & Mukesh K. Chaudhry & James R. Webb, 1997. "Stationarity and Co-Integration in Systems with Three National Real Estate Indices," Journal of Real Estate Research, American Real Estate Society, vol. 13(3), pages 369-381. [Downloadable!]
  11. Pelizzon, Loriana & Weber, Guglielmo, 2003. "Are Household Portfolios Efficient? An Analysis Conditional on Housing," CEPR Discussion Papers 3890, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  12. David M. Geltner & Richard A. Graff & Michael S. Young, 1994. "Random Disaggregate Appraisal Error in Commercial Property: Evidence from the Russell-NCREIF Database," Journal of Real Estate Research, American Real Estate Society, vol. 9(4), pages 403-420. [Downloadable!]
  13. Jack H. Rubens & David A. Louton & Elizabeth J. Yobaccio, 1998. "Measuring the Significance of Diversification Gains," Journal of Real Estate Research, American Real Estate Society, vol. 16(1), pages 73-86. [Downloadable!]
  14. Raimond Maurer & Steffen Sebastian & Thomas G. Stephan, 2002. "Immobilienindizes im Portfolio-Management," Working Paper Series: Finance and Accounting 52, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  15. F.C. Neil Myer & James R. Webb, 1993. "Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison," Journal of Real Estate Research, American Real Estate Society, vol. 8(1), pages 87-106. [Downloadable!]
  16. F.C. Neil Myer & James R. Webb, 1993. "The Effect of Benchmark Choice on Risk-Adjusted Performance Measures for Commingled Real Estate Funds," Journal of Real Estate Research, American Real Estate Society, vol. 8(2), pages 189-204. [Downloadable!]
  17. David C. Ling, 1993. "Probabilistic Valuation Models and Income Tax Asymmetries with an Application to the Analysis of Passive Loss Restrictions," Journal of Real Estate Research, American Real Estate Society, vol. 8(2), pages 205-220. [Downloadable!]
  18. Marcus T. Allen & Jeff Madura & Kenneth J. Wiant, 1995. "Commercial Bank Exposure and Sensitivity to the Real Estate Market," Journal of Real Estate Research, American Real Estate Society, vol. 10(2), pages 129-140. [Downloadable!]
  19. Gerald R. Brown & Seow-Eng Ong, 2001. "Estimating serial cross-correlation in real estate returns," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 22(7), pages 381-387. [Downloadable!]
  20. Simon Stevenson, 2000. "International Real Estate Diversification: Empirical Tests using Hedged Indices," Journal of Real Estate Research, American Real Estate Society, vol. 19(1), pages 105-131. [Downloadable!]
  21. Raimond Maurer & Frank Reiner & Ralph Rogalla, 2004. "Return and Risk of German Open-End Real Estate Funds," Working Paper Series: Finance and Accounting 114, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  22. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006. "Investing for the long-run in European real estate," Working Papers 2006-028, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
  23. Joseph L. Pagliari, Jr. & James R. Webb, 1995. "A Fundamental Examination of Securitized and Unsecuritized Real Estate," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 381-426. [Downloadable!]
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