메뉴 건너뛰기




Volumn 11, Issue 2, 2005, Pages 187-195

Farmland in a mixed-asset portfolio: A mean-semivariance approach

Author keywords

[No Author keywords available]

Indexed keywords


EID: 23044500721     PISSN: 10835547     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (11)

References (23)
  • 1
    • 14944343739 scopus 로고    scopus 로고
    • Comparing Down-side Risk and Mean-Variance Analysis Using Bootstrap Simulation
    • Cheng, P., Comparing Down-side Risk and Mean-Variance Analysis Using Bootstrap Simulation, Journal of Real Estate Portfolio Management, 2001, 7:3, 225-38.
    • (2001) Journal of Real Estate Portfolio Management , vol.7 , Issue.3 , pp. 225-238
    • Cheng, P.1
  • 3
    • 4444255404 scopus 로고    scopus 로고
    • MPT and the Downside Risk Framework: A Comment on Two Recent Studies
    • Cheng, P. and M. L. Wolverton, MPT and the Downside Risk Framework: A Comment on Two Recent Studies, Journal of Real Estate Portfolio Management, 2001, 7:2, 125-31.
    • (2001) Journal of Real Estate Portfolio Management , vol.7 , Issue.2 , pp. 125-131
    • Cheng, P.1    Wolverton, M.L.2
  • 4
    • 84977361989 scopus 로고
    • Simple Criteria for Optimal Portfolio Selection: Tracing Out the Efficient Frontier
    • Elton, E. J., M J. Gruber and M. W. Padberg, Simple Criteria for Optimal Portfolio Selection: Tracing Out the Efficient Frontier, Journal of Finance, 1978, 33, 296-302.
    • (1978) Journal of Finance , vol.33 , pp. 296-302
    • Elton, E.J.1    Gruber, M.J.2    Padberg, M.W.3
  • 5
    • 0000096680 scopus 로고
    • Mean-Risk Analysis with Risk Associated with Below-Target Returns
    • Fishburn, P. C., Mean-Risk Analysis with Risk Associated with Below-Target Returns, The American Economic Review, 1977, 67:2, 116-25.
    • (1977) The American Economic Review , vol.67 , Issue.2 , pp. 116-125
    • Fishburn, P.C.1
  • 6
    • 0001607212 scopus 로고
    • Estimating Market Values from Appraisal Values without Assuming an Efficient Market
    • Geltner, D., Estimating Market Values from Appraisal Values without Assuming an Efficient Market, Journal of Real Estate Research, 1993, 8:3, 325-46
    • (1993) Journal of Real Estate Research , vol.8 , Issue.3 , pp. 325-346
    • Geltner, D.1
  • 7
    • 0141575563 scopus 로고
    • Why the Efficient Frontier for Real Estate is Fuzzy
    • Gold, R. B., Why the Efficient Frontier for Real Estate is Fuzzy, Journal of Real Estate Portfolio Management, 1995, 1:1, 59-66.
    • (1995) Journal of Real Estate Portfolio Management , vol.1 , Issue.1 , pp. 59-66
    • Gold, R.B.1
  • 8
    • 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
  • 9
    • 0036245979 scopus 로고    scopus 로고
    • Farmland Investment under Conditions of Certainty and Uncertainty
    • Hardin III, W. G. and P. Cheng, Farmland Investment under Conditions of Certainty and Uncertainty, Journal of Real Estate Finance and Economics, 2002, 25:1, 81-98.
    • (2002) Journal of Real Estate Finance and Economics , vol.25 , Issue.1 , pp. 81-98
    • Hardin III, W.G.1    Cheng, P.2
  • 10
    • 84974509601 scopus 로고
    • Toward the Development of an Equilibrium Capital Market Model Based on Semivariance
    • Hogan, W. W. and J. M. Warren, Toward the Development of an Equilibrium Capital Market Model Based on Semivariance, Journal of Financial and Quantitative Analysis, 1974, 1:1, 1-11.
    • (1974) Journal of Financial and Quantitative Analysis , vol.1 , Issue.1 , pp. 1-11
    • Hogan, W.W.1    Warren, J.M.2
  • 11
    • 0039056136 scopus 로고    scopus 로고
    • The Bootstrap Efficient Frontier for Mixed-Asset Portfolios
    • Liang, Y., F. C. N. Myer and J. R. Webb, The Bootstrap Efficient Frontier for Mixed-Asset Portfolios, Real Estate Economics, 1996, 24:2, 247-56.
    • (1996) Real Estate Economics , vol.24 , Issue.2 , pp. 247-256
    • Liang, Y.1    Myer, F.C.N.2    Webb, J.R.3
  • 14
    • 0001351864 scopus 로고
    • Optimal Algorithms and Lower Partial Moments: Ex post Results
    • Nawrocki, D. N., Optimal Algorithms and Lower Partial Moments: Ex post Results, Applied Economics, 1191, 23:3, 465-70.
    • (1191) Applied Economics , vol.23 , Issue.3 , pp. 465-470
    • Nawrocki, D.N.1
  • 18
    • 0043239718 scopus 로고    scopus 로고
    • A Down-side Risk Approach to Real Estate Portfolio Structuring
    • Sivitanides, P. S., A Down-side Risk Approach to Real Estate Portfolio Structuring, Journal of Real Estate Portfolio Management, 1998, 4:2, 159-68.
    • (1998) Journal of Real Estate Portfolio Management , vol.4 , Issue.2 , pp. 159-168
    • Sivitanides, P.S.1
  • 22
    • 84985793244 scopus 로고
    • Diversification Gains from Including Real Estate in Mixed-Asset Portfolios
    • Webb, J. R., R. J. Curico and J. H. Rubens, Diversification Gains from Including Real Estate in Mixed-Asset Portfolios, Decision Sciences, 1988, 19:3, 434-52.
    • (1988) Decision Sciences , vol.19 , Issue.3 , pp. 434-452
    • Webb, J.R.1    Curico, R.J.2    Rubens, J.H.3
  • 23
    • 0031322921 scopus 로고    scopus 로고
    • Using a Bootstrap to Measure Optimum Mixed-Asset Portfolio Composition: A Comment
    • Ziobrowski, A. J., P. Cheng and B. J. Ziobrowski, Using a Bootstrap to Measure Optimum Mixed-Asset Portfolio Composition: A Comment, Real Estate Economics, 1997, 25:4, 695-704.
    • (1997) Real Estate Economics , vol.25 , Issue.4 , pp. 695-704
    • Ziobrowski, A.J.1    Cheng, P.2    Ziobrowski, B.J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.