Global property investment and the costs of international diversification

Journal of International Money and Finance

Volumn 20, Issue 3, 2001, Pages 349-366

  Eichholtz, Piet ^a   Koedijk, Kees ^b   Schweitzer, Mark ^b  

^a ACADEMIC MEDICAL CENTER   (Netherlands)

^b MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042326391     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(01)00004-3     Document Type: Article

References (10)

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3. Eichholtz P.M.A., Huisman R., Koedijk C.G., Schuin L. Continental factors in international real estate returns. Real Estate Economics. 26:1996;493-509.
4. Eichholtz P.M.A., Koedijk C.G. International real estate securities indices. Real Estate Finance. 12:1996;42-50.
5. Eichholtz P.M.A., Koedijk C.G. The global real estate securities market. Real Estate Finance. 13:1996;76-82.
6. Gibbons M.R., Ross S.A., Shanken J. A test of the efficiency of a given portfolio. Econometrica. 57:1989;1121-1152.
7. Giliberto, S.M., 1990. Global Real Estate Securities: Index Performance and Diversified Portfolios, Salomon Brothers Real Estate Research.
8. Gordon J.N. The diversification potential of international property investments. Real Estate Finance Journal. 7:1992;42-48.
9. Grauer R.R., Hakansson N.H. Gains from international diversification: 1968-85 returns on portfolios of stocks and bonds. Journal of Finance. 42:1987;721-741.
10. Liu C.H., Mei J.P. The predictability of international real estate markets, exchange risks, and diversification consequences. Real Estate Economics. 26:1996;3-39.