-
1
-
-
0034071869
-
Risk reduction in the United Kingdom property market
-
Byrne, P.J. and Lee, S.L. (2000), “Risk reduction in the United Kingdom property market”, Journal of Property Research, Vol. 17 No. 1, pp. 23-46.
-
(2000)
Journal of Property Research
, vol.17
, Issue.1
, pp. 23-46
-
-
Byrne, P.J.1
Lee, S.L.2
-
2
-
-
0141463885
-
Optimal diversification: is it really worthwhile?
-
Chen, P. and Liang, Y. (2000), “Optimal diversification: is it really worthwhile?”, Journal of Real Estate Portfolio Management, Vol. 6, pp. 7-16.
-
(2000)
Journal of Real Estate Portfolio Management
, vol.6
, pp. 7-16
-
-
Chen, P.1
Liang, Y.2
-
4
-
-
84993060374
-
DTZ
-
DTZ, London
-
DTZ (2000), Money into Property, DTZ, London.
-
(2000)
Money into Property
-
-
-
5
-
-
0002060989
-
Real estate diversification by property-type and region
-
Eichholtz, P.M.A., Hoesli, M., MacGregor, B.D. and Nanthakumaran, N. (1995), “Real estate diversification by property-type and region”, Journal of Property Finance, Vol. 6 No. 3, pp. 39-62.
-
(1995)
Journal of Property Finance
, vol.6
, Issue.3
, pp. 39-62
-
-
Eichholtz, P.M.A.1
Hoesli, M.2
MacGregor, B.D.3
Nanthakumaran, N.4
-
6
-
-
0001534103
-
A test of the efficiency of a given portfolio
-
Gibbons, M., Ross, S. and Shanken, J. (1989), “A test of the efficiency of a given portfolio”, Econometrica, Vol. 57, pp. 1121-1152.
-
(1989)
Econometrica
, vol.57
, pp. 1121-1152
-
-
Gibbons, M.1
Ross, S.2
Shanken, J.3
-
7
-
-
84993869036
-
Currency hedging for international portfolios
-
Glen, J. and Jorion, P. (1993), “Currency hedging for international portfolios”, Journal of Finance, Vol. 48, pp. 1865-1886.
-
(1993)
Journal of Finance
, vol.48
, pp. 1865-1886
-
-
Glen, J.1
Jorion, P.2
-
9
-
-
0034052231
-
Homogeneous commercial property markets groupings and portfolio construction in the United Kingdom
-
Hamelink, F., Hoesli, M., Lizieri, C. and MacGregor, B.D. (2000), “Homogeneous commercial property markets groupings and portfolio construction in the United Kingdom”, Environment and Planning A, Vol. 32, pp. 323-344.
-
(2000)
Environment and Planning A
, vol.32
, pp. 323-344
-
-
Hamelink, F.1
Hoesli, M.2
Lizieri, C.3
MacGregor, B.D.4
-
10
-
-
0031422893
-
The spatial dimensions of the investment performance of UK commercial property
-
Hoesli, M., Lizieri, C. and MacGregor, B. (1997), “The spatial dimensions of the investment performance of UK commercial property”, Urban Studies, Vol. 34 No. 9, pp. 1475-1494.
-
(1997)
Urban Studies
, vol.34
, Issue.9
, pp. 1475-1494
-
-
Hoesli, M.1
Lizieri, C.2
MacGregor, B.3
-
11
-
-
84977349574
-
Performance hypothesis testing with the sharpe and treynor measures
-
Jobson, J.D. and Korkie, B. (1981), “Performance hypothesis testing with the sharpe and treynor measures”, Journal of Finance, Vol. 36, pp. 888-908.
-
(1981)
Journal of Finance
, vol.36
, pp. 888-908
-
-
Jobson, J.D.1
Korkie, B.2
-
12
-
-
0038414704
-
Portfolio optimisation in practice
-
Jorion, P. (1992), “Portfolio optimisation in practice”, Financial Analysts Journal, January-February, pp. 68-74.
-
(1992)
Financial Analysts Journal
, pp. 68-74
-
-
Jorion, P.1
-
13
-
-
0001729234
-
Market maturity and property market behaviour: a European comparison of mature and emergent markets
-
Keogh, G. and D'Arcy, E. (1994), “Market maturity and property market behaviour: a European comparison of mature and emergent markets”, Journal of Property Research, Vol. 11, pp. 215-235.
-
(1994)
Journal of Property Research
, vol.11
, pp. 215-235
-
-
Keogh, G.1
D'Arcy, E.2
-
14
-
-
0005727447
-
Diversification by sector, region or function? A mean absolute deviation optimisation
-
Lee, S.L. and Byrne, P.J. (1998), “Diversification by sector, region or function? A mean absolute deviation optimisation”, Journal of Property Valuation and Investment, Vol. 16 No. 1, pp. 38-56.
-
(1998)
Journal of Property Valuation and Investment
, vol.16
, Issue.1
, pp. 38-56
-
-
Lee, S.L.1
Byrne, P.J.2
-
15
-
-
0033924269
-
Ownership, occupation and risk: a view of the city of London office market
-
Lizieri, C., Baum, A. and Scott, A. (2000), “Ownership, occupation and risk: a view of the city of London office market”, Urban Studies, Vol. 37 No. 7, pp. 1109-1129.
-
(2000)
Urban Studies
, vol.37
, Issue.7
, pp. 1109-1129
-
-
Lizieri, C.1
Baum, A.2
Scott, A.3
-
16
-
-
24344502899
-
Finding the answer to the property liquidity question
-
McNamara, P. (1999), “Finding the answer to the property liquidity question”, Property Week, p. 16, 14 May.
-
(1999)
Property Week
, pp. 16
-
-
McNamara, P.1
-
17
-
-
0141463889
-
Measuring the significance of diversification gains
-
Rubens, J.H., Louton, D.A. and Yobaccio, E.J. (1998), “Measuring the significance of diversification gains”, Journal of Real Estate Research, Vol. 16, pp. 73-86.
-
(1998)
Journal of Real Estate Research
, vol.16
, pp. 73-86
-
-
Rubens, J.H.1
Louton, D.A.2
Yobaccio, E.J.3
-
18
-
-
0037814208
-
International real estate diversification: empirical tests using hedged indices
-
Stevenson, S. (2000), “International real estate diversification: empirical tests using hedged indices”, Journal of Real Estate Research, Vol. 19, pp. 105-131.
-
(2000)
Journal of Real Estate Research
, vol.19
, pp. 105-131
-
-
Stevenson, S.1
-
19
-
-
84993070517
-
Rising market efficiency: property enters the mainstream
-
Jones Lang LaSalle
-
Gordon, J.N. (1999), “Rising market efficiency: property enters the mainstream”, in Ed. Gordon, J.N. (Ed.), Property Futures, Jones Lang LaSalle, pp. 2-9.
-
(1999)
Property Futures
, pp. 2-9
-
-
Gordon, J.N.1
|