Is There a Real Estate Allocation Puzzle?

Ping Cheng; Zhenguo Lin; Yingchun Liu

doi:10.3905/jpm.2013.39.5.061

Article

Is There a Real Estate Allocation Puzzle?

Ping Cheng, Zhenguo Lin and Yingchun Liu

The Journal of Portfolio Management Special Real Estate Issue 2013, 39 (5) 61-74; DOI: https://doi.org/10.3905/jpm.2013.39.5.061

Ping Cheng

is an associate professor of finance at Florida Atlantic University in Boca Raton, FL.

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For correspondence: pcheng@fau.edu

Zhenguo Lin

is a professor of finance at California State University in Fullerton, CA.

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For correspondence: zlin@fullerton.edu

Yingchun Liu

is an assistant professor at Laval University in Quebec, Canada.

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For correspondence: yingchun.liu@fsa.ulaval.ca

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