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Article

Limits to Diversification: Tail Risks in Real Estate Portfolios

Michael Stein
The Journal of Alternative Investments Summer 2017, 20 (1) 61-80; DOI: https://doi.org/10.3905/jai.2017.20.1.061
Michael Stein
is a professor with the Faculty of Economics and Business Administration at the University of Duisburg-Essen in Essen, Germany
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Article Information

vol. 20 no. 1 61-80
DOI 
https://doi.org/10.3905/jai.2017.20.1.061

Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online June 30, 2017.

Copyright & Usage 
© 2017 Pageant Media Ltd

Author Information

  1. Michael Stein
    1. is a professor with the Faculty of Economics and Business Administration at the University of Duisburg-Essen in Essen, Germany. (michael.stein{at}steinpage.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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The Journal of Alternative Investments: 20 (1)
The Journal of Alternative Investments
Vol. 20, Issue 1
Summer 2017
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Limits to Diversification: Tail Risks in Real Estate Portfolios
Michael Stein
The Journal of Alternative Investments Jun 2017, 20 (1) 61-80; DOI: 10.3905/jai.2017.20.1.061

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Limits to Diversification: Tail Risks in Real Estate Portfolios
Michael Stein
The Journal of Alternative Investments Jun 2017, 20 (1) 61-80; DOI: 10.3905/jai.2017.20.1.061
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  • Article
    • Abstract
    • REAL ESTATE DIVERSIFICATION AND THE DISTRIBUTION LINK
    • STABLE DISTRIBUTIONS
    • DATA AND DESCRIPTIVE STATISTICS
    • INDIVIDUAL RETURN DISTRIBUTION RESULTS
    • PORTFOLIO RETURN DISTRIBUTION RESULTS
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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