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~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~subject:"Portfolio selection"
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Portfolio selection
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Liu, Crocker H.
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Real estate economics : journal of the American Real Estate and Urban Economics Association
Working paper / National Bureau of Economic Research, Inc.
165
The review of financial studies
97
The journal of finance : the journal of the American Finance Association
92
Journal of financial and quantitative analysis : JFQA
51
Journal of banking & finance
37
Discussion paper / Centre for Economic Policy Research
36
The journal of portfolio management : a publication of Institutional Investor
36
International review of financial analysis
30
The journal of asset management
30
Journal of financial economics
29
The journal of investing
26
The journal of futures markets
21
Working paper
21
Applied financial economics
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
NBER working paper series
19
The journal of alternative investments
18
The journal of real estate finance and economics
18
The financial review : the official publication of the Eastern Finance Association
17
The journal of business : B
17
Finance and economics discussion series
16
International finance discussion papers
15
Research paper series / Swiss Finance Institute
14
The American economic review
14
Applied economics
13
Journal of empirical finance
13
Review of financial economics : RFE
13
The journal of financial research
13
The journal of fixed income
13
The journal of wealth management
13
Working papers / Rodney L. White Center for Financial Research
13
International review of economics & finance : IREF
12
Financial analysts' journal : FAJ
11
Financial services review : the journal of individual financial management
11
Journal of economics and finance
11
Review of quantitative finance and accounting
11
The journal of real estate research
11
The review of economics and statistics
11
Research in finance
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1
REIT-based pure-play portfolios : the case of property types
Geltner, David
;
Kluger, Brain
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
4
,
pp. 581-612
Persistent link: https://www.econbiz.de/10001356671
Saved in:
2
The bootstrap efficient frontier for mixed-asset portfolios
Liang, Youguo
- In:
Real estate economics : journal of the American Real …
24
(
1996
)
2
,
pp. 247-256
Persistent link: https://www.econbiz.de/10001207204
Saved in:
3
The role of real estate in the portfolio allocation process
Kallberg, Jarl G.
- In:
Real estate economics : journal of the American Real …
24
(
1996
)
3
,
pp. 359-377
Persistent link: https://www.econbiz.de/10001207893
Saved in:
4
The predictability of international real estate markets, exchange rate risks and diversification consequences
Liu, Crocker H.
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
1
,
pp. 3-39
Persistent link: https://www.econbiz.de/10001249247
Saved in:
5
Pension-plan real estate investment in an asset-liability framework
Chun, Gregory H.
;
Ciochetti, Brian A.
;
Shilling, James D.
- In:
Real estate economics : journal of the American Real …
28
(
2000
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10001516144
Saved in:
6
Wealth effects of diversification and financial deal structuring : evidence from REIT property portfolio acquisitions
Campbell, Robert D.
;
Petrova, Milena
;
Sirmans, Clemon F.
- In:
Real estate economics : journal of the American Real …
31
(
2003
)
3
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001796381
Saved in:
7
Household interest rate risk management
Hemert, Otto van
- In:
Real estate economics : journal of the American Real …
38
(
2010
)
3
,
pp. 467-505
Persistent link: https://www.econbiz.de/10008649896
Saved in:
8
An intertemporal capital asset pricing model with owner-occupied housing
Chu, Yongqiang
- In:
Real estate economics : journal of the American Real …
38
(
2010
)
3
,
pp. 427-465
Persistent link: https://www.econbiz.de/10008649901
Saved in:
9
Can fund managers select outperforming REITs? : examining fund holdings and trades
Cici, Gjergji
;
Corgel, Jack
;
Gibson, Scott
- In:
Real estate economics : journal of the American Real …
39
(
2011
)
3
,
pp. 455-486
Persistent link: https://www.econbiz.de/10009316274
Saved in:
10
Increasing convergence between US and international securitized property markets : evidence based on cointegration tests
Yunus, Nafeesa
- In:
Real estate economics : journal of the American Real …
37
(
2009
)
3
,
pp. 383-411
Persistent link: https://www.econbiz.de/10008656988
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