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Volumn 33, Issue SPEC. ISS., 2007, Pages 74-84

Will private equity and hedge funds replace real estate in mixed-asset portfolios? Not likely

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EID: 35548997128     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2007.698908     Document Type: Article
Times cited : (19)

References (21)
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    • Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices
    • Bond, S.A., and S. Hwang. "Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices." Real Estate Economics, Vol. 35, No. 3 (2007), pp. 349-382.
    • (2007) Real Estate Economics , vol.35 , Issue.3 , pp. 349-382
    • Bond, S.A.1    Hwang, S.2
  • 3
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    • Marketing Period Risk in a Portfolio Context: Theory and Empirical Estate from the UK Commercial Property Market
    • Bond, S.A., S. Hwang, Z. Lin, and K.D. Vandell. "Marketing Period Risk in a Portfolio Context: Theory and Empirical Estate from the UK Commercial Property Market." Journal of Real Estate Finance and Economics, Vol. 34, No. 4 (2007), pp. 447-461.
    • (2007) Journal of Real Estate Finance and Economics , vol.34 , Issue.4 , pp. 447-461
    • Bond, S.A.1    Hwang, S.2    Lin, Z.3    Vandell, K.D.4
  • 7
    • 0002252076 scopus 로고    scopus 로고
    • Consumption and Portfolio Decisions When Expected Returns are Time Varying
    • May
    • Campbell, J.Y. and L.M. Viceira. "Consumption and Portfolio Decisions When Expected Returns are Time Varying." Quarterly Journal of Economics, Vol. 114, No. 2 (May 1999), pp. 433-495.
    • (1999) Quarterly Journal of Economics , vol.114 , Issue.2 , pp. 433-495
    • Campbell, J.Y.1    Viceira, L.M.2
  • 9
    • 13844296869 scopus 로고    scopus 로고
    • The Term Structure of the Risk-Return Tradeoff
    • January/February
    • _. "The Term Structure of the Risk-Return Tradeoff." Financial Analysts Journal, Vol. 61, No. 1 (January/February 2005), pp. 34-44.
    • (2005) Financial Analysts Journal , vol.61 , Issue.1 , pp. 34-44
    • Campbell, J.Y.1    Viceira, L.M.2
  • 10
    • 0038813907 scopus 로고    scopus 로고
    • Appraisal Smoothing and Price Discovery in Real Estate Markets
    • May
    • Geltner, D., B.D. MacGregor, and G.M. Schwann. "Appraisal Smoothing and Price Discovery in Real Estate Markets." Urban Studies, Vol. 40, Nos. 5 and 6 (May 2003), pp. 1047-1064.
    • (2003) Urban Studies , vol.40 , Issue.5 AND 6 , pp. 1047-1064
    • Geltner, D.1    MacGregor, B.D.2    Schwann, G.M.3
  • 12
    • 0037814164 scopus 로고    scopus 로고
    • Optimal Diversification within Mixed-Asset Portfolios using a Conditional Heteroskedasticity Approach: Evidence from the U.S. and the U.K
    • Giliberto, M., F. Hamlick, M. Hoesli, and B. McGregor. "Optimal Diversification within Mixed-Asset Portfolios using a Conditional Heteroskedasticity Approach: Evidence from the U.S. and the U.K." Journal of Real Estate Portfolio Management, Vol. 5, No. 1 (1999), pp. 31-45.
    • (1999) Journal of Real Estate Portfolio Management , vol.5 , Issue.1 , pp. 31-45
    • Giliberto, M.1    Hamlick, F.2    Hoesli, M.3    McGregor, B.4
  • 17
    • 33645845759 scopus 로고    scopus 로고
    • Knight, J., C. Lizieri, and S.E. Satchell. Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets. Journal of Property Research, 22, No. 4 (ERES Conference Special Issue 2005), pp. 309-323.
    • Knight, J., C. Lizieri, and S.E. Satchell. "Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets." Journal of Property Research, Vol. 22, No. 4 (ERES Conference Special Issue 2005), pp. 309-323.
  • 18
    • 35549001538 scopus 로고    scopus 로고
    • Real Estate: The Classic Diversifying Asset
    • Winter
    • Peyton, M., and F. Lotito. "Real Estate: The Classic Diversifying Asset." PREA Quarterly, Winter 2007, pp. 54-60.
    • (2007) PREA Quarterly , pp. 54-60
    • Peyton, M.1    Lotito, F.2
  • 19
    • 0038187687 scopus 로고    scopus 로고
    • International Direct Real Estate Investment: A Review of the Literature
    • May
    • Sirmans, C.F., and E. Worzala. "International Direct Real Estate Investment: A Review of the Literature." Urban Studies, Vol. 40, Nos. 5 and 6 (May 2003), pp. 1081-114.
    • (2003) Urban Studies , vol.40 , Issue.5 AND 6 , pp. 1081-1114
    • Sirmans, C.F.1    Worzala, E.2
  • 20
    • 0037795743 scopus 로고    scopus 로고
    • Appropriate Policy Allocation for Alternative Investments
    • Spring
    • Terhaar, K., R. Staub, and B. Singer. "Appropriate Policy Allocation for Alternative Investments." The Journal of Portfolio Management, Vol. 29, No. 3 (Spring 2003), pp. 101-110.
    • (2003) The Journal of Portfolio Management , vol.29 , Issue.3 , pp. 101-110
    • Terhaar, K.1    Staub, R.2    Singer, B.3
  • 21
    • 0038137154 scopus 로고    scopus 로고
    • Investing in International Real Estate Stocks: A Review of the Literature
    • May
    • Worzala, E., and C.F. Sirmans. "Investing in International Real Estate Stocks: A Review of the Literature." Urban Studies, Vol. 40, Nos. 5 and 6 (May 2003), pp. 1115-1149.
    • (2003) Urban Studies , vol.40 , Issue.5 AND 6 , pp. 1115-1149
    • Worzala, E.1    Sirmans, C.F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.