Global real estate investment: Characteristics, optimal portfolio allocation and future trends

Pacific Rim Property Research Journal

Volumn 7, Issue 4, 2001, Pages 223-239

  Steinert, Mark ^a   Crowe, Scott ^b  

^a Family Medicine   (United States)

^b NONE   (United States)

Author keywords

Diversification benefits; International property investment; Listed property trusts; Optimal portfolio allocations; Securitised real estate

Indexed keywords

EID: 0345952693     PISSN: 14445921     EISSN: None     Source Type: Journal    
DOI: 10.1080/14445921.2001.11104106     Document Type: Article

References (8)

1. Brinson, G.P., 1991, “Determinants of Portfolio Performance”, Financial Analysts Journal, May/June.
2. Brown, G. R. and Schuck, E. J., “Optimal Portfolio Allocations to Real Estate”, Journal of Real Estate Portfolio Management, 2, 1; 63-73.
3. Global Real Estate Analyser, Coward, C. and Steinert, M., December 2001, UBS Warburg.
4. Newell, G. and Worzala, E. 1995, “The role of international property in investment portfolios”, Journal of Property Finance, 6,1; 55-63.
5. Quan, D.C. and Titman, S., 1999, “Do Real Estate Prices and Stock Prices Move Together? An International Analysis”, 27, 2; 183-207.
6. Real Estate Investment Trusts, 2001, Ibbotson Associates.
7. Steinert, M. and Coward, C. 2001, The Performance and Benchmarking of Global Real Estate Markets, UBS Warburg Global Conference, December 2001.
8. Webb, J. R.; Curcio, R. J. and Rubens, J. H., 1988, “Diversification gains from including real estate in mixed asset portfolios”, Decision Sciences, 19; 435-452.