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There are 8111 results for: content related to: Real Estate for the Long Term: The Effect of Return Predictability on Long-Horizon Allocations

  1. Equally Weighted vs. Long-Run Optimal Portfolios

    European Financial Management

    Volume 21, Issue 4, September 2015, Pages: 742–789, Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano

    Version of Record online : 21 SEP 2015, DOI: 10.1111/eufm.12042

  2. Equally Weighted vs. Long-Run Optimal Portfolios

    European Financial Management

    Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano

    Version of Record online : 23 JUL 2014, DOI: 10.1111/EUFM.12042

  3. A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics

    Real Estate Economics

    Volume 43, Issue 1, Spring 2015, Pages: 209–240, John Cotter and Richard Roll

    Version of Record online : 2 JUN 2014, DOI: 10.1111/1540-6229.12059

  4. Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value

    Real Estate Economics

    Volume 37, Issue 3, Fall 2009, Pages: 341–381, Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano

    Version of Record online : 26 AUG 2009, DOI: 10.1111/j.1540-6229.2009.00245.x

  5. Returns and Information Transmission Dynamics in Public and Private Real Estate Markets

    Real Estate Economics

    Volume 43, Issue 1, Spring 2015, Pages: 163–208, David C. Ling and Andy Naranjo

    Version of Record online : 15 JAN 2015, DOI: 10.1111/1540-6229.12069

  6. Real Estate in a Mixed-Asset Portfolio: The Role of the Investment Horizon

    Real Estate Economics

    Volume 40, Issue 1, Spring 2012, Pages: 65–95, Christian Rehring

    Version of Record online : 3 MAY 2011, DOI: 10.1111/j.1540-6229.2011.00306.x

  7. Another Take on Real Estate's Role in Mixed-Asset Portfolio Allocations

    Real Estate Economics

    Joseph L. Pagliari Jr.

    Version of Record online : 13 FEB 2016, DOI: 10.1111/1540-6229.12138

  8. REIT and Commercial Real Estate Returns: A Postmortem of the Financial Crisis

    Real Estate Economics

    Volume 43, Issue 1, Spring 2015, Pages: 8–36, Libo Sun, Sheridan D. Titman and Garry J. Twite

    Version of Record online : 2 JUN 2014, DOI: 10.1111/1540-6229.12055

  9. Investor Sentiment, Limits to Arbitrage and Private Market Returns

    Real Estate Economics

    Volume 42, Issue 3, Fall 2014, Pages: 531–577, David C. Ling, Andy Naranjo and Benjamin Scheick

    Version of Record online : 26 DEC 2013, DOI: 10.1111/1540-6229.12037

  10. You have free access to this content
    Are Stocks Really Less Volatile in the Long Run?

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 431–478, ĽUBOŠ PÁSTOR and ROBERT F. STAMBAUGH

    Version of Record online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01722.x

  11. REIT Stock Market Volatility and Expected Returns

    Real Estate Economics

    Richard Chung, Scott Fung, James D. Shilling and Tammie X. Simmons–Mosley

    Version of Record online : 24 FEB 2016, DOI: 10.1111/1540-6229.12128

  12. Liquidity, Return and Order-Flow Linkages Between REITs and the Stock Market

    Real Estate Economics

    Volume 35, Issue 3, Fall 2007, Pages: 383–408, Avanidhar Subrahmanyam

    Version of Record online : 16 AUG 2007, DOI: 10.1111/j.1540-6229.2007.00194.x

  13. The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes

    International Review of Finance

    Volume 14, Issue 2, June 2014, Pages: 161–202, Paskalis Glabadanidis

    Version of Record online : 9 DEC 2013, DOI: 10.1111/irfi.12018

  14. Why Do REIT Returns Poorly Reflect Property Returns? Unrealizable Appreciation Gains due to Trading Constraints as the Solution to the Short-Term Disparity

    Real Estate Economics

    Volume 41, Issue 4, Winter 2013, Pages: 814–857, Tobias Mühlhofer

    Version of Record online : 15 AUG 2013, DOI: 10.1111/reec.12001

  15. Heterogeneous Investor Sentiment and Institutional Real Estate Investments

    Real Estate Economics

    Julia Freybote and Philip A. Seagraves

    Version of Record online : 20 JAN 2016, DOI: 10.1111/1540-6229.12132

  16. Short Sales and Fundamental Value: Explaining the REIT Premium to NAV

    Real Estate Economics

    Volume 41, Issue 3, Fall 2013, Pages: 481–516, Dirk Brounen, David C. Ling and Melissa Porras Prado

    Version of Record online : 7 JUN 2013, DOI: 10.1111/reec.12004

  17. Comovement After Joining an Index: Spillovers of Nonfundamental Effects

    Real Estate Economics

    Volume 35, Issue 1, Spring 2007, Pages: 57–90, Brent W. Ambrose, Dong Wook Lee and Joe Peek

    Version of Record online : 22 FEB 2007, DOI: 10.1111/j.1540-6229.2007.00182.x

  18. You have free access to this content
    The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations

    Real Estate Economics

    Volume 36, Issue 3, Fall 2008, Pages: 403–439, Alberto Plazzi, Walter Torous and Rossen Valkanov

    Version of Record online : 30 JUL 2008, DOI: 10.1111/j.1540-6229.2008.00218.x

  19. Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance

    Real Estate Economics

    Volume 42, Issue 2, Summer 2014, Pages: 279–342, Brad Case, Massimo Guidolin and Yildiray Yildirim

    Version of Record online : 31 OCT 2013, DOI: 10.1111/1540-6229.12025

  20. Investment Horizon Effects

    Journal of Business Finance & Accounting

    Volume 33, Issue 1-2, January/March 2006, Pages: 179–202, Javier Gil-Bazo

    Version of Record online : 21 FEB 2006, DOI: 10.1111/j.1468-5957.2006.01098.x