Diversification potential in real estate portfolios

Author:

Candelon Bertrand,Fuerst Franz,Hasse Jean-Baptiste

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,General Business, Management and Accounting

Reference58 articles.

1. International diversification in frontier real estate markets;Al-Abduljader;Int. Real Estate Rev.,2018

2. Cornish-Fisher expansion for commercial real estate value at risk;Amédée-Manesme;J. R. Estate Finance Econ.,2015

3. Testing equality of modified Sharpe ratios;Ardia;Finance Res. Lett.,2015

4. The peer performance ratios of hedge funds;Ardia;J. Bank. Finance,2018

5. Coherent measures of risk;Artzner;Math. Finance,1999

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