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Serrano et al., 2007 - Google Patents

Forecasting EREIT returns

Serrano et al., 2007

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Document ID
15719439779252079756
Author
Serrano C
Hoesli M
Publication year
Publication venue
Journal of Real Estate Portfolio Management

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Snippet

This paper analyzes the role played by financial assets, direct real estate, and the Fama and French (1993) factors in explaining equity real estate investment trust (EREIT) returns and examines the usefulness of these variables in forecasting returns. Four models are analyzed …
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