Tuesday, January 30, 2007

Asset Class Reader: REITS

Asset Class Reader: REITS

The following papers examine the portfolio characteristics of Equity REITS as an asset class:

Commercial Real Estate: The Role of Global Listed Real Estate Equities in a Strategic Asset Allocation: Ibbotson

The case for a strategic allocation to global real estate securities: Ted Bigman and Christina Chui

Cointegration of Real Estate Stocks and REITs with Common Stocks, Bonds and Consumer Price Inflation - An International Comparison: Westerheide, Peter

International Evidence on Real Estate as a Portfolio Diversifier: Hoesli, Martin, Lekander, Jon and Witkiewicz, Witold

The Performance and Diversification Benefits of European Public Real Estate Securities: Bond, Shaun A. and Glascock, John L.

Investing for the Long-Run in European Real Estate: Fugazza, Carolina, Guidolin, Massimo and Nicodano, Giovanna

Real Estate Investing The REIT Way: Barclays Global Investors

Commercial equity real estate: A framework for analysis :Vanguard Research & Counseling

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