Indirekte Immobilienanlagen im Portfoliomanagement am Beispiel des deutschen Marktes

被引:0
作者
Roland Hübner
Markus S. Schwaiger
Gerhard Winkler
机构
[1] Universität Potsdam,Lehrstuhl für BWL
[2] Wirtschaftsuniversität Wien,Schwerpunkt Finanzierung
[3] Wirtschaftsuniversität Wien,Ordinariat für Betriebliche Finanzierung
来源
Financial Markets and Portfolio Management | 2004年 / 18卷 / 2期
关键词
D O I
10.1007/s11408-004-0205-y
中图分类号
学科分类号
摘要
引用
收藏
页码:181 / 198
页数:17
相关论文
共 37 条
[1]  
Cheng P.(2000)Optimal diversification: Is it really worthwhile? Journal of Real Estate Portfolio Management 6 7-16
[2]  
Liang Y.(1977)Mean-Risk Analysis with Risk Associated with Below-Target Returns The American Economic Review 67 116-126
[3]  
Fishburn P. C.(1989)Bias in Appraisal-Based Returns Journal of the American Real Estate and Urban Economics Association 17 338-352
[4]  
Geltner D.(1991)Smoothing in Appraisal-Based Returns Journal of Real Estate Finance and Economics 4 327-45
[5]  
Geltner D.(1989)A Test of the Efficiency of a Given Portoflio Econometrica 57 1121-1152
[6]  
Gibbons M. R.(1993)Measuring Real Estate Returns: The Hedged REIT Index Journal of Portfolio Management 19 94-99
[7]  
Ross S. A.(1997)The Shape of Australian Real Estate Return Distributions and Comparisons to the United States Journal of Real Estate Research 3 291-308
[8]  
Shanken J.(1987)Real Estate Returns and Inflation Journal of the American Real Estate and Urban Economics Association 15 617-637
[9]  
Giliberto S. M.(1984)Real Estate Returns: A Comparison with Other Investment Journal of the American Real Estate and Urban Economics Association 12 219-242
[10]  
Graff R. A.(1982)Potential Performance and Tests of Portfolio Efficiency Journal of Financial Economics 10 433-466