... price dispersion. © MCB UP Limited 2001 Valuation Property management Sampling Theory Investment property portfolio Investment performance measurement for equities and bonds is relatively straightforward since it is based on actual transaction prices that are readily...

... management Investment Investment property portfolio In large part, the literature on business decision making is dominated by rationalist perspectives and focused on examination of sets of rules that people should follow, rather than how decisions are actually made. The limited amount...

... appraisal of aggregate portfolios or indexes of property market values. Suggests that regression‐based techniques based purely on transaction prices may be superior for this latter function. © MCB UP Limited 1997 Investment Investment property portfolio REITs Risk Statistics USA...

... property Investment property portfolio Ireland Empirical research into the role of commercial property as a portfolio asset, and its role in a multi‐asset portfolio, has been abundant over the last 15 years. Numerous articles have argued that the current allocation many funds give to real estate...

...(R_(M,t) ‐ R_{(f,t)) + e(i,t), (2) © MCB UP Limited 1996 Australia Investment property portfolio Real estate Securities markets The question of whether real estate and securities markets are integrated}...

... Investment property portfolio United Kingdom USA Another level of exchange rate risk deals with unanticipated changes in real exchange rates occurring over a longer term. These changes are tied to the basic economic conditions of a country. This level of analysis is crucial for sustaining...

... to include details on “... increases and decreases of asset values(real and financial) through sales (realized profits and losses), as well as not realized profits and losses for real assets as well as financial assets ...” © MCB UP Limited 1995 Germany Investment property portfolio Property...

... level of both public and private sector interest in the answers that can be provided. © MCB UP Limited 1993 Estate agents Investment property portfolio Pricing Real Estate Valuation Future Directions in Real Estate Research Received: 28th January, 1993 Kenneth M. Lusht* Keywords...

... Housing Investment property portfolio Rent Rental value Yield Investing in the Privately Rented Sector Received: 13th May, 1991 Peter Dent and John Doling Keywords: Explicit risk models yield levels rational decision making Summary of the total housing stock; the number of privately let...

... as direct real estate is valued at appraisal value it is unmistakably a solid inflation hedge. Assets management Inflation Investment property portfolio Property portfolio management Real estate Valuation The Role of Real Estate in Efficient Investment Portfolios Received (in revised form): 18th...

... improvements 1/2 partial sales) 1/2 income This equation is the sum of the income return and the appreciation return. 404 © MCB UP Limited 1992 Assets management Canada Investment property portfolio Property portfolio management Real estate Valuation ...

... institutions, namely insurance companies and pension funds, would reveal more about the objectives of performance measurement. © MCB UP Limited 1991 Investment property portfolio Performance appraisal Property portfolio management Valuation The Performance Measurement of Property Investments...

... Investment property portfolio Assets management Advisory services PROPERTY AND ASSET ALLOCATION 2 THE BROKER'S VIEW Received: 29th November, 1989 ALASTAIR ROSS GOOBEY Keywords Risk asset allocation property property adviser Summary In this second paper on asset allocation, the question...

... on a more comparable basis as the property market itself becomes more efficient. © MCB UP Limited 1990 Financial risk Investment property portfolio Assets management Pricing strategy Valuation Yield PROBLEMS OF PROPERTY PERFORMANCE MEASUREMENT Received: 29th November, 1989 COLIN BARBER...

... allocation model. © MCB UP Limited 1990 Risk Property Actuaries Investment property portfolio Assets management Current liabilities PROPERTY AND ASSET ALLOCATION 1 THE CONSULTING ACTUARY'S VIEW Received: 29th November, 1989 DAVID P. HAGER Keywords Risk asset allocation property...

... the structure and stock of the fund need to be considered. Suggests that most of the published work on the subject is seriously flawed by inadequate data. © MCB UP Limited 1990 Investment property portfolio Forecasting Property Risk RISK AND RETURN: CONSTRUCTING A PROPERTY PORTFOLIO Received...