Performance Comparison Between Real Estate Securities and Real Estate Investment Using Stochastic Dominance and Mean-Variance Analysis
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References listed on IDEAS
- Hoesli, Martin & Oikarinen, Elias, 2012.
"Are REITs real estate? Evidence from international sector level data,"
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Elsevier, vol. 31(7), pages 1823-1850.
- Martin Hoesli & Elias Oikarinen, 2012. "Are REITs real estate? Evidence from international sector level data," ERES eres2012_232, European Real Estate Society (ERES).
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- Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2011. "The Long-Run Dynamics between Direct and Securitized Real Estate," Journal of Real Estate Research, American Real Estate Society, vol. 33(1), pages 73-104.
- Haim Levy, 1992. "Stochastic Dominance and Expected Utility: Survey and Analysis," Management Science, INFORMS, vol. 38(4), pages 555-593, April.
- repec:arz:wpaper:eres2012-232 is not listed on IDEAS
- Westerheide, Peter, 2006. "Cointegration of real estate stocks and REITs with common stocks, bonds and consumer price inflation: an international comparison," ZEW Discussion Papers 06-057, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
More about this item
KeywordsPerformance; investment; real estate; real estate securities; mean-variance analysis; stochastic dominance.;
- G - Financial Economics
StatisticsAccess and download statistics
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