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Risk and Return in Real Estate Author info | Abstract | Publisher info | Download info | Related research | Statistics Ross, Stephen A
Zisler, Randall C
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Article provided by Springer in its journal Journal of Real Estate Finance & Economics .
Volume (Year): 4 (1991)
Issue (Month): 2 (June)
Pages: 175-90
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Handle: RePEc:kap:jrefec:v:4:y:1991:i:2:p:175-90Contact details of provider: 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).
Keywords: Cited by : (explanations , 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.)
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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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Pelizzon, Loriana & Weber, Guglielmo, 2003.
"Are Household Portfolios Efficient? An Analysis Conditional on Housing ,"
CEPR Discussion Papers
3890, C.E.P.R. Discussion Papers.
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Other versions: 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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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Other versions: 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.
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