The risk and return of private equity real estate funds
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference26 articles.
1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005
2. The role of leverage in the performance of private equity real estate funds;Alcock;Journal of Portfolio Management,2013
3. Illiquidity and stock returns: Cross-section and time series effects;Amihud;Journal of Financial Markets,2002
4. Estimating private equity returns from limited partner cash flows;Ang;Journal of Finance,2018
5. Sources of alpha and beta in property funds: A case study;Baum;Journal of European Real Estate Research,2009
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2. Comparative Analysis: Influence of Interest Rates on Returns of Real Estate Private Equity Index and Real Estate Public Equity Index;Real Estate Management and Valuation;2022-12-01
3. Sustainability and Private Equity Real Estate Returns;The Journal of Real Estate Finance and Economics;2022-06-16
4. Varieties of funds and performance: the case of private equity;The European Journal of Finance;2022-06-05
5. Housing Risk and Returns in Submarkets with Spatial Dependence and Heterogeneity;The Journal of Real Estate Finance and Economics;2022-01-04
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