Decision theory and real estate investment: An analysis of the decision-making processes of real estate investment fund managers

Managerial and Decision Economics

Volumn 22, Issue 7, 2001, Pages 399-410

  French, Nick ^a  

^a UNIVERSITY OF READING   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 69249215998     PISSN: 01436570     EISSN: 10991468     Source Type: Journal    
DOI: 10.1002/mde.1029     Document Type: Article

References (16)

1. Baum A. 1988. A critical examination of the measurement of property investment risk, University of Cambridge, Department of Land Economy. Discussion Paper No. 22.
2. Bell DE, Raiffa H, Tversky A (eds). 1988. Decision Making. Cambridge University Press: Cambridge.
3. Blundel and Ward, 1987. Property portfolio allocation: a multi-factor model. Land Development Studies 4:145–156
4. Brown G. 1991. Property Investment and the Capital Markets. Spon: London.
5. French S. 1986. Decision Theory: An introduction to the Mathematics of Rationality. Ellis Horwood: Chichester.
6. French N. 1996. The behaviour of investors; perceptions and decisions in real estate investment. Paper presented ARES 1996, Lake Tahoe.
7. French N, French S. 1997. Decision theory and real estate. Journal of Property Valuation and Investment 15(3): 226–232.
8. Hartzell D. 1989. Real Estate Risk and Returns: Results of a Survey. Salomon Brothers: New York.
9. Investment Property Forum. 1993. Property Investment for UK Pension Funds. RICS: London.
10. Lee S. 1989. Property returns in a portfolio context. Journal of Valuation 7(3): 248–258.
11. MacGregor B, Nanthakumaran N. 1992. The allocation to property in the multi-asset portfolio: the evidence and theory reconsidered. Journal of Property Research 9(1): 5–32.
12. Markowitz H. 1959. Portfolio selection: efficient diversification of investments, Yale University Press.
13. Matysiak GAH. 1993. Optimising property portfolio holdings. Journal of Property Finance 4: 68–75.
14. Michaud RO. 1989. The Markowitz optimisation enigma. Financial Analysts Journal Jan–Feb: 31–42.
15. Phillips LD. 1984. A theory of requisite decision models. Acta Psychologica 56: 29–48.
16. Saltelli A, Scott M, Chan K. 2000. Handbook of Sensitivity Analysis of Model Output. Wiley: New York.