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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)

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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 ...

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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)
Research groups and research centres:Immobilien- und Kapitalmärkte
Subjects:300 Social sciences > 330 Economics
Status:In Press
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Owner: Epub Sebastian
Deposited On:24 Sep 2010 05:27
Last Modified:24 Sep 2010 05:27
Item ID:16763
Owner Only: item control page
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