REIT-based pure-play portfolios: The case of property types

Real Estate Economics

Volumn 26, Issue 4, 1998, Pages 581-612

  Geltner, David ^a   Kluger, Brian ^a  

^a UNIVERSITY OF CINCINNATI   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032218126     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00758     Document Type: Article

References (5)

1. Blundell, G. and C. Ward. 1987. Property Portfolio Allocation: A Multi-factor Model. Land Development Studies 4(2): 145-156.
2. Fisher, J., D. Geltner and R.B. Webb. 1994. Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods. Journal of Real Estate Finance & Economics 9(2): 137-164.
3. Geltner, D. 1991. Smoothing in Appraisal Based Returns. Journal of Real Estate Finance & Economics 4(3): 327-345.
4. Gyourko, J. and D. Keim. 1992. What Does the Stock Market Tell us about Real Estate Returns. Real Estate Economics 20(3): 457-486.
5. Ross, S. and R. Zisler. 1991. Risk & Return in Real Estate. Journal of Real Estate Finance & Economics 4(2): 175-190.