International evidence on real estate as a portfolio diversifier
M Hoesli, J Lekander, W Witkiewicz - Journal of Real Estate …, 2004 - Taylor & Francis
This paper provides an international comparison of the benefits of including real estate
assets in mixed-asset portfolios. Real estate returns are desmoothed using a variant of the …
assets in mixed-asset portfolios. Real estate returns are desmoothed using a variant of the …
What moves the mortgage‐backed securities market?
Using a vector autoregressive model with monthly data from 1988 through 2001, this study
investigates the factors that drive the excess returns on a widely followed mortgage‐backed …
investigates the factors that drive the excess returns on a widely followed mortgage‐backed …
The linkage of REIT income-and price-returns with fundamental economic variables
DH Downs, HG Fung, GA Patterson… - The Journal of Alternative …, 2003 - pm-research.com
There is business intelligence in “big data” that can be utilized to improve performance in
both actively and passively managed portfolios. But extracting that business intelligence …
both actively and passively managed portfolios. But extracting that business intelligence …
[PDF][PDF] Analysing the influence that macroeconomic factors have on the returns of South African real estate investment trusts
J Taylor - Signature, 2022 - wiredspace.wits.ac.za
Real estate investment trusts (REITs) have become a popular investment vehicle for
investors seeking to gain exposure to the real estate market. The South African REIT regime …
investors seeking to gain exposure to the real estate market. The South African REIT regime …
Investment in property by Australian superannuation schemes
TJ Hutcheson - 2019 - researchdirect.westernsydney.edu …
The superannuation sector in Australia accounts for close to AUD 2.5 trillion, representing
major institutional investors in both a local and global context, of assets under management …
major institutional investors in both a local and global context, of assets under management …
[CITATION][C] Real estate in the investment portfolio
Real estate in the investment portfolio - CentAUR University of Reading CentAUR: Central
Archive at the University of Reading Real estate in the investment portfolio Lists + Lists Tools + …
Archive at the University of Reading Real estate in the investment portfolio Lists + Lists Tools + …