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Asset allocation and the performance of real estate mutual funds

Gallo, John Gregory; Lockwood, Larry; Rutherford, Ronald C. - In: Real estate economics : journal of the American Real … 28 (2000) 1, pp. 165-184

Persistent link: https://www.econbiz.de/10001487210

Determinants of pension funding and asset allocation decisions

Gallo, John Gregory - In: Journal of financial services research : JFSR 9 (1995) 2, pp. 143-158

Persistent link: https://www.econbiz.de/10001178152

The performance of international bond funds

Gallo, John Gregory - In: International review of economics & finance : IREF 6 (1997) 1, pp. 17-35

Persistent link: https://www.econbiz.de/10001218310

Structuring global property portfolios : a cointegration approach

Gallo, John Gregory; Lockwood, Larry; Zhang, Ying - In: The journal of real estate research 35 (2013) 1, pp. 53-81

Persistent link: https://www.econbiz.de/10009791123

Fund management changes and equity style shifts

Gallo, John Gregory; Lockwood, Larry - In: Investment performance measurement : evaluating and …, (pp. 731-744). 2009

Persistent link: https://www.econbiz.de/10003839964

Differentiating CREF performance

Gallo, John Gregory; Lockwood, Larry; Rodriguez, Mauricio - In: Real estate economics : journal of the American Real … 34 (2006) 2, pp. 173-209

Persistent link: https://www.econbiz.de/10003329799

Structuring Global Property Portfolios : A Cointegration Approach

Gallo, John Gregory - 2013

We create globally diversified real estate portfolios using cointegration methods over 1992-2009. Cointegration is robust to intertemporal correlation instability, identifies markets that share common factors and long-term trends, and identifies leading markets that do not respond to deviations...

Persistent link: https://www.econbiz.de/10013084878

The performance, asset allocation, and investment style of international equity managers

Bhargava, Rahul; Gallo, John Gregory; Swanson, Peggy Eubanks - In: Review of quantitative finance and accounting 17 (2001) 4, pp. 377-395

Persistent link: https://www.econbiz.de/10001748183

Determinants of performance for mortgage-backed securities funds

Gallo, John Gregory (contributor) - In: Real estate economics : journal of the American Real … 25 (1997) 4, pp. 657-681

Persistent link: https://www.econbiz.de/10001231101

Commercial bank mutual fund activities : implications for bank risk and profitability

Gallo, John Gregory - In: Journal of banking & finance 20 (1996) 10, pp. 1775-1791

Persistent link: https://www.econbiz.de/10001209645