The application of modern portfolio theory to real estate: A brief survey

TW Viezer - Handbook of portfolio construction, 2010 - Springer
Unlike their colleagues in the stock and bond markets, institutional real estate investors have
been slow to use Modern Portfolio Theory (MPT) in their decisionmaking processes. Surveys …

A business intelligence system for risk management in the real estate industry

R Valverde - International Journal of Computer …, 2011 - spectrum.library.concordia.ca
The purpose of this work is to build a Business Intelligence System (BIS) for the real estate
industry. The BIS [can] be useful for risk managers interested in real estate investment. The …

An approach to modeling and forecasting real estate residential property market

HA Al-Marwani - 2014 - bura.brunel.ac.uk
This thesis aims to provide an approach to real estate residential modeling and forecasting
covering property types' correlation, time series attributes within a region or a city, and socio …

Portfolio Diversification Strategy and the Impacts on the Middle East Real Estate Investment Decision

A Bakri - 2014 - qspace.qu.edu.qa
This paper identified and examined the possible impacts of portfolio diversification strategy
on the generated Property Companies'(PCs) stocks returns, and the real estate industry …

Risk and diversification for regeneration/urban renewal properties: evidence from the UK

S McGreal, J Webb, A Adair, J Berry - Journal of Real Estate …, 2006 - Taylor & Francis
This study addresses the issue of investment returns and risk within urban renewal locations
in major metropolitan areas in the United Kingdom. The research indicates that investment …

[图书][B] Modern real estate portfolio management (MREPM): Applications in modern and post-modern real estate portfolio theory (MREPT/PMREPT)

LA Souza - 2014 - search.proquest.com
Modern Real Estate Portfolio Management (MREPM): Applications in Modem and Post-
Modem Real Estate Portfolio Theory (MREPT/PMREPT) is a comprehensive-integrated …

The impact of size and value effects on listed property trust performance

R Kishore - 2004 - search.proquest.com
The purpose of this dissertation is to determine whether size and book value to market value
(BV/MV) effects dominate the property effects in the return generating process for Listed …

NASDAQ REITs and Optimal Investment Policy: Evidence from 1995 to 2005

S Salter - Journal of Real Estate Portfolio Management, 2006 - Taylor & Francis
Naive and scientific strategies for portfolio management are presented and are tested
empirically using NASDAQ-listed real estate investment trusts. Using standard portfolio …

Industrial real estate investment: does the contrarian strategy work?

K Addae-Dapaah, JR Webb, KHD Ho… - The Journal of Real Estate …, 2010 - Springer
The superiority of the contrarian investment strategy, though well attested to in the finance
literature, has received scant attention, if any, in the real estate literature. This study uses …

[PDF][PDF] Stress test for the financial optimization models during the 2009 recession

H Ahmadi, JA Kuhle, S Varshney - Journal of Business & Economics …, 2010 - core.ac.uk
ABSTRACT The Sub-prime Mortgage credit crisis has led to a major downturn in virtually all
financial sectors and consequently the real estate sector received the brunt of the 2008 …