-
2
-
-
0011733543
-
Testing for Mean-Variance Spanning: A Survey
-
DeRoon, Frans A., and Theo E. Nijman. 2001. "Testing for Mean-Variance Spanning: A Survey." Journal of Empirical Finance 8 (2): 111-55.
-
(2001)
Journal of Empirical Finance
, vol.8
, Issue.2
, pp. 111-155
-
-
DeRoon, F.A.1
Nijman, T.E.2
-
3
-
-
31344466508
-
How Does Appraisal Smoothing Bias Real Estate Returns Measurement?
-
Edelstein, Robert H., and Daniel C. Quan. 2006. "How Does Appraisal Smoothing Bias Real Estate Returns Measurement?" Journal of Real Estate Finance and Economics 32 (1): 41-60.
-
(2006)
Journal of Real Estate Finance and Economics
, vol.32
, Issue.1
, pp. 41-60
-
-
Edelstein, R.H.1
Quan, D.C.2
-
4
-
-
0000848615
-
Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods
-
Fisher, Jeffrey D., David M. Geltner, and R. Brian Webb. 1994. "Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods." Journal of Real Estate Finance and Economics 9 (2): 137-64.
-
(1994)
Journal of Real Estate Finance and Economics
, vol.9
, Issue.2
, pp. 137-164
-
-
Fisher, J.D.1
David, M.G.2
Webb, R.B.3
-
5
-
-
0004296209
-
-
6th ed. Upper Saddle River, NJ: Prentice Hall
-
Greene, William H. 2007. Econometric Analysis, 6th ed. Upper Saddle River, NJ: Prentice Hall.
-
(2007)
Econometric Analysis
-
-
Greene, W.H.1
-
6
-
-
64349118847
-
Timothy Corriero, and Rossen Rosenov Timber as an Institutional Investment
-
(3/Winter)
-
Healey, Thomas, Timothy Corriero, and Rossen Rosenov. 2005. "Timber as an Institutional Investment." Journal of Alternative Investments 8 (3/Winter): 60-74.
-
(2005)
Journal of Alternative Investments
, vol.8
, pp. 60-74
-
-
Healey, T.1
-
7
-
-
84977734290
-
Mean Variance Spanning
-
Huberman, Gur, and Shmuel Kandel. 1987. "Mean Variance Spanning." Journal of Finance 42 (4): 873-88.
-
(1987)
Journal of Finance
, vol.42
, Issue.4
, pp. 873-888
-
-
Huberman, G.1
Kandel, S.2
-
8
-
-
28044443132
-
-
OLIN Working Paper No. 99-05, Rotman School of Management Working Paper. Available at SSRN
-
Kan, Raymond, and Guofu Zhou. 2008. "Tests of Mean-Variance Spanning." OLIN Working Paper No. 99-05, Rotman School of Management Working Paper. Available at SSRN: http://ssrn.com/abstract5231522.
-
(2008)
Tests of Mean-Variance Spanning
-
-
Kan, R.1
Zhou, G.2
-
9
-
-
0032221486
-
Appraisal Smoothing: The Other Side of the Story
-
Lai, Tsong-Yue, and Ko Wang. 1998. "Appraisal Smoothing: The Other Side of the Story." Real Estate Economics 26 (3): 511-35.
-
(1998)
Real Estate Economics
, vol.26
, Issue.3
, pp. 511-535
-
-
Lai, T.-Y.1
Wang, K.2
-
10
-
-
0015385173
-
Portfolio Performance and the Investment Horizon
-
Levy, Haim. 1972. "Portfolio Performance and the Investment Horizon." Management Science 18 (12): 645-53.
-
(1972)
Management Science
, vol.18
, Issue.12
, pp. 645-653
-
-
Levy, H.1
-
11
-
-
85036728582
-
Measuring Timberland Performance
-
Available at
-
Lutz, J. 1999. "Measuring Timberland Performance." Timberland Report 1 (4), Available at www.sewall.com/files/timberlandreport/v1n4.pdf.
-
(1999)
Timberland Report
, vol.1
, Issue.4
-
-
Lutz, J.1
-
12
-
-
21144477186
-
Bootstrap and Wild Bootstrap for High-Dimensional Linear Models
-
Mammen, Enno. 1993. "Bootstrap and Wild Bootstrap for High-Dimensional Linear Models." Annals of Statistics 21 (1): 255-85.
-
(1993)
Annals of Statistics
, vol.21
, Issue.1
, pp. 255-285
-
-
Mammen, E.1
-
13
-
-
0000805908
-
Portfolio Risk and Returns from Timber Asset Investments
-
Redmond, Clair H., and Frederick W. Cubbage. 1988. "Portfolio Risk and Returns from Timber Asset Investments." Land Economics 64 (4): 325-37.
-
(1988)
Land Economics
, vol.64
, Issue.4
, pp. 325-337
-
-
Redmond, C.H.1
Cubbage, F.W.2
-
14
-
-
15744393370
-
Privately versus Publicly Held Asset Investment Performance
-
Riddiough, Timothy J., Mark Moriarty, and P.J. Yeatman. 2005. "Privately versus Publicly Held Asset Investment Performance." Real Estate Economics 33 (1): 121-46.
-
(2005)
Real Estate Economics
, vol.33
, Issue.1
, pp. 121-146
-
-
Riddiough, T.J.1
Moriarty, M.2
Yeatman, P.J.3
-
15
-
-
0001752951
-
Mutual Fund Performance
-
Sharpe, William F. 1966. "Mutual Fund Performance." Journal of Business 39 (1, Part 2): 119-38.
-
(1966)
Journal of Business
, vol.39
, Issue.1 PART 2
, pp. 119-138
-
-
Sharpe, W.F.1
-
16
-
-
0034838184
-
Assessing the Financial Performance of Forestry-Related Investment Vehicles: Capital Asset Pricing Model vs. Arbitrage Pricing Theory
-
Sun, Changyou, and Daowei Zhang. 2001. "Assessing the Financial Performance of Forestry-Related Investment Vehicles: Capital Asset Pricing Model vs. Arbitrage Pricing Theory." American Journal of Agricultural Economics 83 (3): 617-28.
-
(2001)
American Journal of Agricultural Economics
, vol.83
, Issue.3
, pp. 617-628
-
-
Sun, C.1
Zhang, D.2
-
17
-
-
84963108002
-
Liquidity Preference as Behavior towards Risk
-
Tobin, James. 1958. "Liquidity Preference as Behavior towards Risk." Review of Economic Studies 67:65-86.
-
(1958)
Review of Economic Studies
, vol.67
, pp. 65-86
-
-
Tobin, J.1
-
18
-
-
0000439732
-
Do Forest Assets Hedge Inflation?
-
Washburn, Courtland L., and Clark S. Binkley. 1993. "Do Forest Assets Hedge Inflation?" Land Economics 69 (3): 215-24.
-
(1993)
Land Economics
, vol.69
, Issue.3
, pp. 215-224
-
-
Washburn, C.L.1
Binkley, C.S.2
|