The Impact of Market Imperfections on Real Estate Returns and Optimal Investor Portfolios

Real Estate Economics

Volumn 18, Issue 4, 1990, Pages 453-478

  Liu, Crocker H ^a   Grissom, Terry V ^b   Hartzell, David J ^c  

^a NEW YORK UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

^c UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84984063993     PISSN: 10808620     EISSN: 15406229     Source Type: Journal    
DOI: 10.1111/1540-6229.00532     Document Type: Article

References (13)

1. The Effects of Dividend Yield and Dividend Policy on Common Stock Prices and Returns
2. Portfolio Choices, Consumption, and Prices in a Market with Durable Assets
3. Taxes, Market Valuation, and Corporate Financial Policy
4. Marketability Restrictions and the Valuation of Capital Assets under Uncertainty
5. The Role of Real Estate in a Multi‐Asset Portfolio
6. Capital Asset Pricing and Real Estate Valuation
7. International Asset Pricing under Mild Segmentation: Theory and Test
8. Estimating Real Estate Systematic Risk from Aggregate Level Appraisal‐Based Returns
9. Super Premium Security Prices and Optimal Corporate Financing Decisions
10. Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
11. Non‐Marketable Assets and Capital Market Equilibrium under Uncertainty