Tales of Tails and Their Removal in Real Estate Portfolios: Does Normality Prevent from Risk?
Author:
Publisher
Elsevier BV
Reference34 articles.
1. The performance of portfolios of reits + stocks;W L Burns;Journal of Portfolio Management,1982
2. Unsmoothing valuation-based indices using multiple regimes;R Chaplin;Journal of Property Research,1997
3. Heterogeneous information and appraisal smoothing;P Cheng;Journal of Real Estate Research,2011
4. Can housing risk be diversified? a cautionary tale from the housing boom and bust;J Cotter;Review of Financial Studies,2015
5. Pricing of volatility risk in reits;R Delisle;Journal of Real Estate Research,2013
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