Go to content
UR Home

Real Estate in a Mixed Asset Portfolio: The Role of the Investment Horizon

Rehring, Christian (2011) Real Estate in a Mixed Asset Portfolio: The Role of the Investment Horizon. Real Estate Economics. (In Press)

Full text not available from this repository.


Abstract

In this article, three often mentioned special characteristics of the real estate asset market –high transactions costs, lack of liquidity, and return predictability – are addressed in analyzing the role of UK commercial real estate investments in a mixed asset portfolio. Due to return predictability the annualized twenty-year standard deviation of both stock returns and real estate returns ...

plus


Export bibliographical data



Item Type:Article
Date:2011
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Immobilienfinanzierung (Prof. Dr. Steffen Sebastian)
Business, Economics and Information Systems > IRE|BS > Lehrstuhl für Immobilienfinanzierung (Prof. Dr. Steffen Sebastian)
Interdisciplinary Subject Network:Immobilien- und Kapitalmärkte
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:In Press
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Deposited On:24 Sep 2010 05:27
Last Modified:24 Sep 2010 05:27
Item ID:16763
Owner Only: item control page
  1. Homepage UR

University Library

Publication Server

Contact person
Gernot Deinzer

Phone +49 941 943-2759
Contact