Performance of real estate portfolios

Journal of Portfolio Management

Volumn 31, Issue SPEC. ISS., 2005, Pages

  Fisher, Jeffrey D ^a,b   Goetzmann, William N ^c,d  

^a INDIANA UNIVERSITY   (United States)

^b NCREIF   (United States)

^c Department of Finance and Management Studies ^*

^d YALE SCHOOL OF MANAGEMENT   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 27544502185     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2005.593886     Document Type: Review

References (12)

1. Ciochetti, B., and J. Fisher. "The Characteristics of Commercial Real Estate Holding Period Returns (IRRs)." Working paper, Real Estate Research Institute, 2002.
2. Clayton, J., D. Geltner, and S. Hamilton. "Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals." Real Estate Economics, 29(3) (2001), pp. 337-360.
3. Fisher, J., D. Gatzlaff, D. Geltner, and D. Haurin. "An Analysis of the Determinants of Transaction Frequency of Institutional Commercial Real Estate Investment Property." Real Estate Economics, 32(2) (2004), pp. 239-264.
4. _. "Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices." Real Estate Economics, 31(2) (2003), pp. 269-303.
5. Fisher, J., and D. Geltner. "De-Lagging the NCREIF Index: Transaction Prices and Reverse Engineering." Real Estate Finance, 17(1) (2000), pp. 7-22.
6. Fisher, J., and Y. Liang. "Is Sector Diversification More Important than Regional Diversification?" Real Estate Finance, Fall 2000.
7. Fisher, J., and M. Young. "Holding Periods for Institutional Real Estate in the NCREIF Database." Real Estate Finance, Fall 2000a.
8. _. "Institutional Property Tenure: Evidence from the NCREIF Database." Journal of Real Estate Portfolio Management, 6(4) (2000b), pp. 1-8.
9. Geltner, D. "The Use of Appraisals in Portfolio Valuation and Index Construction. "Journal of Property Valuation and Investments, 15(5) (1997), pp. 423-447.
10. Goetzmann, William N. "The Accuracy of Real Estate Indices: Repeat Sales Estimators." Journal of Real Estate Finance and Economics, 5(1) (March 1992), pp. 5-53.
11. Hirshleifer, Jack. Investment, Interest and Capital. Englewood Cliffs, NJ: Prentice-Hall, 1970.
12. Swensen, D. Pioneering Portfolio Management: An Unconventional Approach to Institutional Investment. New York: Free Press, 2000.