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Volumn 11, Issue 1, 2005, Pages 37-53

Real estate in the real world: Dealing with non-normality and risk in an asset allocation model

Author keywords

[No Author keywords available]

Indexed keywords


EID: 13244295573     PISSN: 10835547     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (20)

References (22)
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  • 2
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    • Tier II Real Estate, Real Estate Research Institute
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    • A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data
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    • (1992) Journal of Business and Economics Statistics , vol.10 , pp. 391-400
    • Dasgupta, S.1    Lahiri, K.2
  • 5
    • 0038813907 scopus 로고    scopus 로고
    • Appraisal Smoothing and Price Discovery in Real Estate Markets
    • Geltner, D., B. D. MacGregor and G. M. Schwann, Appraisal Smoothing and Price Discovery in Real Estate Markets, Urban Studies 2003, 40, 1047-64.
    • (2003) Urban Studies , vol.40 , pp. 1047-1064
    • Geltner, D.1    MacGregor, B.D.2    Schwann, G.M.3
  • 6
    • 84986088295 scopus 로고
    • Bayesian Treatment of the Independent Student-t Linear Model
    • Geweke, J., Bayesian Treatment of the Independent Student-t Linear Model, Journal of Applied Econometrics, 1993, 8, S19-S40.
    • (1993) Journal of Applied Econometrics , vol.8
    • Geweke, J.1
  • 7
    • 0141687129 scopus 로고    scopus 로고
    • The Use of MPT for Real Estate Portfolios in an Uncertain World
    • Gold, R. B., The Use of MPT for Real Estate Portfolios in an Uncertain World, Journal of Real Estate Portfolio Management, 1996, 2:2, 95-106.
    • (1996) Journal of Real Estate Portfolio Management , vol.2 , Issue.2 , pp. 95-106
    • Gold, R.B.1
  • 8
    • 13244283814 scopus 로고
    • Mean-Variance Efficient Portfolios: Fool's Gold in the Investment Strategy Treasure Chest
    • RREEF working paper
    • Graff, Richard A., Michael S. Young and R. J. Schoenberg, Mean-Variance Efficient Portfolios: Fool's Gold in the Investment Strategy Treasure Chest, RREEF working paper, 1995.
    • (1995)
    • Graff, R.1    Richard, A.2    Young, M.S.3    Schoenberg, R.J.4
  • 9
    • 21444460992 scopus 로고    scopus 로고
    • Real Estate Return Correlations: Real-World Limitations on Relationships Inferred from NCREIF Data
    • Graff, R. A. and M. S. Young, Real Estate Return Correlations: Real-World Limitations on Relationships Inferred from NCREIF Data, Journal of Real Estate Finance and Economics, 1996, 13, 121-42.
    • (1996) Journal of Real Estate Finance and Economics , vol.13 , pp. 121-142
    • Graff, R.A.1    Young, M.S.2
  • 11
    • 38249036294 scopus 로고
    • On the Normality of Probability Distributions of Inflation and GNP Forecasts
    • Lahiri, K. and C. Teigland, On the Normality of Probability Distributions of Inflation and GNP Forecasts, International Journal of Forecasting, 1987, 3, 269-79.
    • (1987) International Journal of Forecasting , vol.3 , pp. 269-279
    • Lahiri, K.1    Teigland, C.2
  • 16
    • 13244296129 scopus 로고
    • Are Commercial Real Estate Returns Normally Distributed?
    • NCREIF White Paper
    • Myer, F. C. N. and J. R. Webb, Are Commercial Real Estate Returns Normally Distributed?, NCREIF White Paper, 1991.
    • (1991)
    • Myer, F.C.N.1    Webb, J.R.2
  • 17
    • 0141798789 scopus 로고
    • Applying MPT to Institutional Real Estate Portfolios: The Good, the Bad, and the Uncertain
    • Pagliari, J. L., J. R. Webb and J. J. Del Casino, Applying MPT to Institutional Real Estate Portfolios: The Good, the Bad, and the Uncertain, Journal of Real Estate Portfolio Management, 1995, 1:1, 67-88.
    • (1995) Journal of Real Estate Portfolio Management , vol.1 , Issue.1 , pp. 67-88
    • Pagliari, J.L.1    Webb, J.R.2    Del Casino, J.J.3
  • 20
    • 3342949013 scopus 로고    scopus 로고
    • Evaluating 'Within Real Estate' Diversification Strategies
    • Viezer, T. W., Evaluating 'Within Real Estate' Diversification Strategies, Journal of Real Estate Portfolio Management, 2000, 6:1, 75-95.
    • (2000) Journal of Real Estate Portfolio Management , vol.6 , Issue.1 , pp. 75-95
    • Viezer, T.W.1
  • 21
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    • Noncentral Student's t-Distribution
    • From a Wolfram Web Resource
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    • (2004) Mathworld
    • Weisstein, E.W.1
  • 22
    • 0009363483 scopus 로고    scopus 로고
    • Real Estate Asset Allocation and the Decisionmaking Framework Used by Pension Fund Managers
    • Worzala, E. M. and V. L. Bajtelsmit, Real Estate Asset Allocation and the Decisionmaking Framework Used by Pension Fund Managers, Journal of Real Estate Portfolio Management, 1997, 3:1, 47-56.
    • (1997) Journal of Real Estate Portfolio Management , vol.3 , Issue.1 , pp. 47-56
    • Worzala, E.M.1    Bajtelsmit, V.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.