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Volumn 28, Issue 1, 2000, Pages 165-185

Asset Allocation and the Performance of Real Estate Mutual Funds

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EID: 0034386024     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00797     Document Type: Article
Times cited : (46)

References (28)
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    • Cornell, B.1    Green, K.2
  • 11
    • 0001264756 scopus 로고
    • Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
    • Grinblatt, M. and S. Titman. 1989. Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings. Journal of Business 62(3): 393-416.
    • (1989) Journal of Business , vol.62 , Issue.3 , pp. 393-416
    • Grinblatt, M.1    Titman, S.2
  • 12
    • 84971947408 scopus 로고
    • A Study of Mutual Fund Returns and Performance Evaluation Techniques
    • _. 1994. A Study of Mutual Fund Returns and Performance Evaluation Techniques. Journal of Financial and Quantitative Analysis 29(3): 419-444.
    • (1994) Journal of Financial and Quantitative Analysis , vol.29 , Issue.3 , pp. 419-444
  • 15
    • 0000615046 scopus 로고
    • Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios
    • Jensen, M.C. 1969. Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios. Journal of Business 42(2): 167-247.
    • (1969) Journal of Business , vol.42 , Issue.2 , pp. 167-247
    • Jensen, M.C.1
  • 16
    • 0010755112 scopus 로고
    • Can Bond Managers Perform Consistently?
    • Kritzman, M. 1983. Can Bond Managers Perform Consistently? Journal of Portfolio Management 9(4): 54-56.
    • (1983) Journal of Portfolio Management , vol.9 , Issue.4 , pp. 54-56
    • Kritzman, M.1
  • 17
    • 0039664946 scopus 로고
    • REIT vs. Common Stock Investments: An Historical Perspective
    • Kuhle, J.L., and C.H. Walther. 1986. REIT vs. Common Stock Investments: An Historical Perspective. Real Estate Finance Journal 3: 47-52.
    • (1986) Real Estate Finance Journal , vol.3 , pp. 47-52
    • Kuhle, J.L.1    Walther, C.H.2
  • 19
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    • Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons
    • Lehmann, B.N. and D.M. Modest. 1987. Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons. Journal of Finance 42(2): 233-265.
    • (1987) Journal of Finance , vol.42 , Issue.2 , pp. 233-265
    • Lehmann, B.N.1    Modest, D.M.2
  • 21
  • 22
    • 0346768173 scopus 로고    scopus 로고
    • NAREIT website
    • National Association of Real Estate Investment Trusts Press Release. 1998. "REITS Go Mainstream in 1997" from NAREIT website.
    • (1998) REITS Go Mainstream in 1997
  • 23
    • 0000379411 scopus 로고    scopus 로고
    • Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITS?
    • Peterson, J.D. and C. Hsieh. 1997. Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITS? Real Estate Economics 25(2): 321-345.
    • (1997) Real Estate Economics , vol.25 , Issue.2 , pp. 321-345
    • Peterson, J.D.1    Hsieh, C.2
  • 25
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    • A Critique of the Asset Pricing Theory's Tests; Part I: On the Past and Potential Testability of the Theory
    • Roll, R. 1977. A Critique of the Asset Pricing Theory's Tests; Part I: On the Past and Potential Testability of the Theory. Journal of Financial Economics 4: 129-176.
    • (1977) Journal of Financial Economics , vol.4 , pp. 129-176
    • Roll, R.1
  • 27
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    • Mutual Fund Performance
    • Sharpe, W.F. 1966. Mutual Fund Performance. Journal of Business 39(1): 119-138.
    • (1966) Journal of Business , vol.39 , Issue.1 , pp. 119-138
    • Sharpe, W.F.1
  • 28
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    • Asset Allocation: Management Style and Performance Measurement
    • _. 1992. Asset Allocation: Management Style and Performance Measurement. Journal of Portfolio Management 18: 7-19.
    • (1992) Journal of Portfolio Management , vol.18 , pp. 7-19


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.