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Real Estate Allocation Puzzle in the Mixed-Asset Portfolio: Fact or Fiction?

https://doi.org/10.2139/ssrn.1583952
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.679openalex-extracted
How to compute the BDS test: a software comparison
inferredcites →https://doi.org/10.1006/jhec.1999.0250openalex-extracted
The Valuation of Real Capital: A Random Walk down Kungsgatan
inferredcites →https://doi.org/10.1007/bf01096940openalex-extracted
Real estate is not normal: A fresh look at real estate return distributions
inferredcites →https://doi.org/10.1016/b978-0-12-780850-5.50035-6openalex-extracted
Multiperiod Consumption-Investment Decisions
inferredcites →https://doi.org/10.1016/b978-0-12-780850-5.50044-7openalex-extracted
LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING
inferredcites →https://doi.org/10.1080/07350015.1997.10524681openalex-extracted
Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100
inferredcites →https://doi.org/10.1080/07350015.1998.10524756openalex-extracted
Nonlinearities and Nonstationarities in Stock Returns
inferredcites →https://doi.org/10.1080/07474939608800353openalex-extracted
A test for independence based on the correlation dimension
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1086/296466openalex-extracted
Testing for Nonlinear Dependence in Daily Foreign Exchange Rates
inferredcites →https://doi.org/10.1108/s0573-8555(2004)0000261032openalex-extracted
Has Chaos been Discovered with Economic Data?
inferredcites →https://doi.org/10.1111/1540-6229.00063openalex-extracted
Timing and the Holding Periods of Institutional Real Estate
inferredcites →https://doi.org/10.1111/1540-6229.00385openalex-extracted
Diversification Categories in Investment Real Estate
inferredcites →https://doi.org/10.1111/1540-6229.00534openalex-extracted
Capital Structure Decisions in Real Estate Investment
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04646.xopenalex-extracted
Chaos and Nonlinear Dynamics: Application to Financial Markets
inferredcites →https://doi.org/10.1287/mnsc.9.2.277openalex-extracted
A Simplified Model for Portfolio Analysis
inferredcites →https://doi.org/10.2139/ssrn.151669openalex-extracted
Very Fast and Correctly Sized Estimation of the Bds Statistic
inferredcites →https://doi.org/10.2139/ssrn.239955openalex-extracted
inferredcites →https://doi.org/10.2307/1392578openalex-extracted
inferredcites →https://doi.org/10.2307/1926559openalex-extracted
Lifetime Portfolio Selection By Dynamic Stochastic Programming
inferredcites →https://doi.org/10.2307/1926560openalex-extracted
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
inferredcites →https://doi.org/10.2307/2330492openalex-extracted
The Optimal Number of Securities in a Risky Asset Portfolio When There are Fixed Costs of Transacting: Theory and Some Empirical Results
inferredcites →https://doi.org/10.3386/w2506openalex-extracted
The Efficiency of the Market for Single-Family Homes
inferredcites →https://doi.org/10.3905/jpm.1988.409154openalex-extracted
Real estate
inferredcites →https://doi.org/10.3905/jpm.2001.319820openalex-extracted
Why Real Estate?
inferredcites →https://doi.org/10.3905/jpm.2003.319902openalex-extracted
Why Real Estate?
inferredcites →https://doi.org/10.3905/jpm.2010.36.2.126openalex-extracted
Illiquidity and Portfolio Risk of Thinly Traded Assets
inferredcites →https://doi.org/10.1111/1080-8620.00014openalex-snapshot
Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1007/s40953-022-00331-wopenalex-snapshot
Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets
inferred← citeshttps://doi.org/10.4337/9781789908497.00020openalex-snapshot
How did the asset markets change after the Global Financial Crisis?
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