Portfolio Diversification and Return Benefits--Common Stock vs. Real Estate Investment Trusts (REITs)
This research examines the effects of diversification on the reduction of total portfolio risk in real estate investment trusts (REITs) and mixed-asset portfolios. In addition, overall performance measures are calculated and compared among REIT, common stock, and mixed-asset portfolios.
Volume (Year): 2 (1987)
Issue (Month): 2 ()
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References listed on IDEAS
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- Mike Miles & Tom Mc Cue, 1982. "Historic Returns and Institutional Real Estate Portfolios," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 10(2), pages 184-199.
- Fisher, Lawrence & Lorie, James H, 1970. "Some Studies of Variability of Returns on Investments in Common Stocks," The Journal of Business, University of Chicago Press, vol. 43(2), pages 99-134, April.
- David Hartzell & John Hekman & Mike Miles, 1986. "Diversification Categories in Investment Real Estate," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 14(2), pages 230-254.
- Friedman, Harris C., 1971. "Real Estate Investment and Portfolio Theory," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(02), pages 861-874, March.
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