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The Performance Of Italian Real Estate Funds

Author

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  • Giacomo Morri
  • Stephen Lee

Abstract

Italian real estate has become an increasingly popular investment class due to its relatively good returns and low risk compared to shares and bonds. In particular, real estate funds in Italy have shown enormous growth over the past few years, however, little is known about their performance. This paper corrects this oversight and considers the risk-adjusted performance of Italian real estate funds a number of risk metrics and monthly data over the period 2002 to 2008.

Suggested Citation

  • Giacomo Morri & Stephen Lee, 2008. "The Performance Of Italian Real Estate Funds," ERES eres2008_212, European Real Estate Society (ERES).
    • Handle: RePEc:arz:wpaper:eres2008_212
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    File URL: https://eres.architexturez.net/doc/oai-eres-id-eres2008-212
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    Citations

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    Cited by:

    1. Leonard Daniel Lin, 2013. "Do Specialised REITs Outperform Diversified REITs during the Credit Crunch?," ERES eres2013_3, European Real Estate Society (ERES).
    2. Marisa Gigante, 2012. "The incidence of real estate portfolio composition choices on funds performance: Evicence from the Italian market," ERES eres2012_186, European Real Estate Society (ERES).
    3. Marisa Gigante, 2011. "The impact of real estate portfolio composition on the Italian real estate funds performance," ERES eres2011_283, European Real Estate Society (ERES).
    4. Pierpaolo Pattitoni & Barbara Petracci & Massimo Spisni, 2011. "Fee Structure, Financing, and Investment Decisions: The Case of REITs," Working Paper series 30_11, Rimini Centre for Economic Analysis.
    5. Michele Leonardo Bianchi & Agostino Chiabrera, 2012. "Italian real estate investment funds: market structure and risk measurement," Questioni di Economia e Finanza (Occasional Papers) 120, Bank of Italy, Economic Research and International Relations Area.

    More about this item

    JEL classification:

    • R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location

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