Bayes-Stein Estimators and International Real Estate Asset Allocation
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References listed on IDEAS
- Jorion, Philippe, 1985. "International Portfolio Diversification with Estimation Risk," The Journal of Business, University of Chicago Press, vol. 58(3), pages 259-278, July.
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- Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
- Stevenson, Simon, 2001. "Emerging markets, downside risk and the asset allocation decision," Emerging Markets Review, Elsevier, vol. 2(1), pages 50-66, March.
- Simon Stevenson, 2002. "Momentum Effects and Mean Reversion in Real Estate Securities," Journal of Real Estate Research, American Real Estate Society, pages 47-64.
- Ahmed, S. Ejaz & Nicol, Christopher J., 2012. "An application of shrinkage estimation to the nonlinear regression model," Computational Statistics & Data Analysis, Elsevier, pages 3309-3321.
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- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
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