Non‐Normal Real Estate Return Distributions by Property Type in the UK
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- Type
- article
- Published
- 2006-06-01
- Cited by
- 71
- References
- 29
- Access
- Open access
- OpenAlex
- https://openalex.org/W1986351482
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:54495889
Keywords
Real estate, Diversification (marketing strategy), Heteroscedasticity, Econometrics, Portfolio
References
- Volatility persistence and time-varying betas in the UK real estate market
- Real Estate Investment: A Capital Market Approach
- Property Investment and the Capital Markets
- Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. And U.K.
- The Shape of Australian Real Estate Return Distributions and Comparisons to the United States
- Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust
- Value‐weighting and the variability of real estate returns: Implications for portfolio construction and performance evaluation
- Diversification Categories in Investment Real Estate
- An Estimate of the Liquidity Premium
- Value weighting and real estate portfolio risk
- Real Estate Investment: A Capital Market Approach
- Commercial Real Estate Returns
- Simple consistent estimators of stable distribution parameters
- Continuous Time Processes with Stable Increments
- Revisiting Non-normal Real Estate Return Distributions by Property Type in the U.S.
- Real estate is not normal: A fresh look at real estate return distributions
- The Behavior of Stock-Market Prices
- Statistical properties of returns: Financial assets versus commercial real estate
- Different risk measures: different portfolio compositions?
- Portfolio Analysis in a Stable Paretian Market
Cited by
- Nature and Performance of Portuguese Real Estate Investment Funds
- Performance of REITs: a sector- and company-based analysis of links and time lags between real estate market cycles, earnings, and pricing of REITs
- Finance immobilière : Essais sur la gestion de portefeuille et des risques : Une mesure du risque de l'immobilier direct
- An Investigation of the risk-adjusted performance of Canadian REIT mutual funds and the market timing skills of fund managers
- Coskewness in European real estate equity returns
- Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents
- Real Estate and the Stock Market: A Meta‐Regression Analysis
- Analyzing the Performance of Non-Listed Real Estate Funds: A Panel Data Analysis
- Drivers of Fund Performance: A Panel Data Analysis
- The Role of Co-Kurtosis in the Pricing of Real Estate
- Cornish-Fisher Expansion for Commercial Real Estate Value at Risk
- Coherent risk measures in real estate investment
- How to evaluate risk for Italian real estate funds
- Transaction based indices for the UK commercial real estate market: an exploration using IPD transaction data
- Revisiting Non-normal Real Estate Return Distributions by Property Type in the U.S.
- Analysing the performance of nonlisted real estate funds: a panel data analysis
- House price dynamics, conditional higher-order moments, and density forecasts
- Sector, region or function? A MAD reassessment of real estate diversification in Great Britain
- List price and sale price variation across the housing market cycle
- Is There a Real Estate Allocation Puzzle?
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