Public and private real estate in a mixed-asset portfolio

Journal of Real Estate Portfolio Management

Volumn 9, Issue 3, 2003, Pages 193-203

  Mueller, Andrew G ^a   Mueller, Glenn R ^b  

^a Legg Mason Inc ^*  (United States)

^b JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3543008297     PISSN: 10835547     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (14)

1. Chua, A., The Role of International Real Estate in Global Mixed-Asset Investment Portfolios, Real Estate Portfolio Management, 1999, 5:2, 129-37.
2. Ciochetti, B. A., T. M. Craft and J. D. Shilling, Institutional Investors' Preferences for REIT Stocks, Real Estate Economics, 2002, 30:4, 567-94.
3. Feldman, B. E., Investment Policy for Securitized and Direct Real Estate, Journal of Portfolio Management, Special Real Estate Issue, 2003, 112-21.
4. Fu, Y. and L. K. NG, Market Efficiency and Return Statistics: Evidence from Real Estate and Stock Markets Using a Present Value Approach, Real Estate Economics, 2001, 29:2, 227-50.
5. Geltner, D. M., Estimating Market Values from Appraised Values without Assuming an Efficient Market, Journal of Real Estate Research, 1993, 8:3, 325-45.
6. Gilberto, M., H. Foort, M. Hoesli and B. MacGregor, Optimal Diversification within Mixed-asset Portfolios Using a Conditional Heteroskedasticity Approach: Evidence from the U.S. and U.K., Journal of Real Estate Portfolio Management, 1999, 5:1, 31-45.
7. Gordon, J., T. Canter and J. R. Webb, The Effect of International Real Estate Securities of Portfolio Diversification, Journal of Real Estate Portfolio Management, 1998, 4:2, 83-91.
8. Ibbotson Associates, Real Estate Investment Trusts, Power-Point presentation of research completed for NAREIT. Available on NAREIT website at www.NAREIT.com. 2001.
9. Ling, D. C. and A. Naranjo, The Integration of Commercial Real Estate Markets and Stock Markets, Real Estate Economics, 1999, 27:3, 483-515.
10. Miles, M. and N. Tolleson, A Revised Look at How Real Estate Compares with Other Major Components of Domestic Investment Universe, Real Estate Finance, 1997, 14:1, 11-20.
11. Mueller, G. R., K. Pauley and W. A. Morrell, Should REITs Be Included in a Mixed-asset Portfolio?, Real Estate Finance, 1994, 11:1, 23-8.
12. Quan, D. C. and S. Titman, Do Real Estate Prices and Stock Prices Move Together? An International Analysis, Real Estate Economics, 1999, 27:2, 183-207.
13. Ziering, B. and W. McIntosh, Revisiting the Case for Including Core Real Estate in a Mixed-Asset Portfolio, Real Estate Finance, 1997, 13:4, 14-22.
14. Ziering, B. and W. McIntosh., REIT Correlations with Capital Market Indexes: Separating Signal from Noise, Real Estate Finance, 1999, 15:4, 61-7.