Are Public and Private Asset Returns and Risks the Same?: Evidence from Real Estate Data
Are Public and Private Asset Returns and Risks the Same?: Evidence from Real Estate Data
About this item
Full title
Author / Creator
Publisher
Boston: American Real Estate Society
Journal title
Language
English
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Publication information
Publisher
Boston: American Real Estate Society
Subjects
More information
Scope and Contents
Contents
Real estate constitutes a good laboratory to investigate the similarity of public and private asset returns and risks. We find evidence of a one-to-one long-term relation between public and private real estate performance. Also, the return volatilities do not differ significantly between the public and private markets regardless of investment horiz...
Alternative Titles
Full title
Are Public and Private Asset Returns and Risks the Same?: Evidence from Real Estate Data
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_proquest_miscellaneous_1866648503
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1866648503
Other Identifiers
ISSN
1083-5547
E-ISSN
2691-1205
DOI
10.1080/10835547.2016.12089990
