Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference29 articles.
1. Property Portfolio Allocation: A Multifactor Model;Blundell;Land Development Studies,1987
2. A Measure of Fundamental Volatility in the Commercial Property Market;Bond;Real Estate Economics,2003
3. Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices;Bond;Real Estate Economics,2007
4. The Measurement and Modelling of Commercial Real Estate Performance;Booth;British Actuarial Journal,2004a
5. The Dependency between Returns from Direct Real Estate and Returns from Real Estate Shares;Booth;Journal of Property Investment and Finance,2004b
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2. Unstable Unsmoothing—An Evaluation of Correction Procedures for Appraisal-Based Real Estate Indices;Journal of Real Estate Portfolio Management;2022-01-02
3. Unstable Unsmoothing - An Evaluation of Correction Procedures for Appraisal-Based Real Estate Indices;SSRN Electronic Journal;2022
4. Rules for a coherent real estate risk scoring;Journal of European Real Estate Research;2020-12-01
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