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Individual Assets, Market Structure And The Drivers Of Return

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Author Info
Steven Devaney
Colin Lizieri () (Department of Real Estate & Planning, University of Reading)

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Abstract

Much prior research on the structure and performance of UK real estate portfolios has relied on aggregated measures for sector and region. For these groupings to have validity, the performance of individual properties within each group should be similar. This paper analyses a sample of 1,200 properties using multiple discriminant analysis and cluster analysis techniques. It is shown that conventional property type and spatial classifications do not capture the variation in return behaviour at the individual building level. The major feature is heterogeneity - but there may be distinctions between growth and income properties and between single and multi-let properties that could help refine portfolio structures.

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File URL: http://www.reading.ac.uk/REP/fulltxt/1805.pdf
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Publisher Info
Paper provided by Henley Business School, Reading University in its series Real Estate & Planning Working Papers with number rep-wp2005-18.

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Length: 17 pages
Date of creation: 2005
Date of revision:
Handle: RePEc:rdg:repxwp:rep-wp2005-18

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Related research
Keywords: Portfolio Structure; Return Generation Process; Real Estate;

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