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- Eichholtz, P. M. A., Hoesli, M., MacGregor, B. D. and Nanthakumaran, N. (1995) Real Estate Diversification by Property-type and Region, Journal of Property Finance, 6, 3, 39-62.
- Ferson, W. and Harvey, C.R. (1991) The Variation of Economic Risk Premiums, Journal of Political Economy, 99, 2, 385-415.
- Ferson, W. and Harvey, C.R. (1993) The Risk and Predictability of International Equity, Review of Financial Studies, 6, 3, 527-566.
- Hamelink, F., Hoesli, M., Lizieri, C. and MacGregor, B.D. (2000) Homogeneous Commercial Property Markets Groupings and Portfolio Construction in the United Kingdom, Environment and Planning A, 32, 323-344.
- Lee, S.L. (1998) The Inter-Temporal Stability of Real Estate Returns: An Empirical Investigation, Working Papers in Land Management and Development, 04/98, pp. 23.
- Lee S.L. and Byrne P.J. (1998) Diversification by Sector, Region or Function? A Mean Absolute Deviation Optimisation, Journal of Property Valuation and Investment , 16, 1, 38-56.
- Morrell, G.D. (1993) Fund Structure or Stock Selection? A Decomposition of Relative Returns in the UK Property Market, A Paper presented to the Second IPD Investment Strategies Conference, 17-18 November, Brighton.
- Morrell, G.D. (1997) Property Risk and Portfolio Construction, A Paper presented to the Sixth IPD Investment Strategies Conference, 27-28 November, Brighton.
- Sharpe, W.F. (1963) A Simplified Model of Portfolio Analysis, Management Science, January, 277-293.
- Solnick, B. and Roulet, J. (2000) Dispersion as Cross-Sectional Correlation, Financial Analysts Journal, Jan/Feb, 54-61.
- Spurgin, R., Martin, G. and Schneeweis, T. (2000) A Method of Estimating Changes in Correlation Between Assets and its Application to Hedge Fund Investment, Journal of Asset Management , 1, 3, 217-230.
- Viezer, T.W. (2000) Evaluating “Within Real Estate” Diversification Strategies, Journal of Real Estate Portfolio Management, 6, 1, 75-98.
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