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Real Estate in a Mixed‐Asset Portfolio: The Role of the Investment Horizon

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  • Christian Rehring

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  • Christian Rehring, 2012. "Real Estate in a Mixed‐Asset Portfolio: The Role of the Investment Horizon," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 65-95, March.
  • Handle: RePEc:bla:reesec:v:40:y:2012:i:1:p:65-95
    DOI: j.1540-6229.2011.00306.x
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    File URL: http://hdl.handle.net/10.1111/j.1540-6229.2011.00306.x
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    References listed on IDEAS

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    8. Zhenguo Lin & Kerry D. Vandell, 2007. "Illiquidity and Pricing Biases in the Real Estate Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(3), pages 291-330, September.
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    Cited by:

    1. Michael Heinrich & Thomas Schreck, 2017. "Effects of Solvency II on Portfolio Efficiency, The Case of Real Estate and Infrastructure Investments," LARES lares_2017_paper_8, Latin American Real Estate Society (LARES).
    2. Amédée-Manesme, Charles-Olivier & Barthélémy, Fabrice & Prigent, Jean-Luc, 2016. "Real estate investment: Market volatility and optimal holding period under risk aversion," Economic Modelling, Elsevier, vol. 58(C), pages 543-555.

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