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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

The role of real estate in an institutional investor's portfolio revisited

Chun, Gregory H.; Sa-Aadu, Jarjisu; Shilling, James D. - In: The journal of real estate finance and economics 29 (2004) 3, pp. 295-320

Persistent link: https://www.econbiz.de/10002208921

Institutional investors tilt their real estate holdings toward quality, too

Malpezzi, Stephen; Shilling, James D. - In: The journal of real estate finance and economics 21 (2000) 2, pp. 113-140

Persistent link: https://www.econbiz.de/10001524194

Fiduciary Investment Under Uncertainty : Examining Pension Plan Investment Behavior When Trustees Have Reputational Utility

Seah, Kiat Ying - 2011

Pension funds investment behavior have found to be persistent over time. Empirical findings of such persistence support conjectures that belief biases such as overoptimism and reputational concerns affect fiduciary investment behavior. Standard mean-variance analyses do not consider the...

Persistent link: https://www.econbiz.de/10013127871

On the portfolio properties of real estate in good times and bad times

Sa-Aadu, Jarjisu; Shilling, James D.; Tiwari, Ashish - In: Real estate economics : journal of the American Real … 38 (2010) 3, pp. 529-565

Persistent link: https://www.econbiz.de/10008649889