A number of studies have examined the allocation of public real estate securities (REITs) in
the mixed-asset portfolio. Yet no study has explicitly examined what benefits REITs offer to …

Purpose–The study uses an AR (1)‐EGARCH (1, 1) model to investigate the pricing
behaviors of the real estate investment trusts (REITs) for four countries (Australia, Japan …

This paper is the first attempt to provide an objective assessment of the quality of real estate
funds from operations (FFO) forecasts. The work, which looks past the more primitive …

We have analyzed the return behavior of the equity REIT, mortgage REIT, and SP500
indices using monthly data for the period of 1972-2001. Following a large monthly gain …

The real estate quadrant approach for categorising the real estate investment universe was
first formulated by Hudson-Wilson (2001) and is now 20-years old. These investment …

Purpose–Aims to test to determine whether the selection of the historical return time interval
(monthly, quarterly, semiannual, or annual) used for calculating real estate investment trust …

South African REITs are important to the South African economy, having grown from below
R50 billion in 2004 to peak at around R435 billion by 2017, before started retracting. This …

This study examines the return and volatility behaviour of Borsa Istanbul Real Estate
Investment Trusts (REITs) Index and Borsa Istanbul 100 (BIST 100) Index. It focuses on three …

This chapter reviews research into real estate investment trusts (REITs) asset allocation to
consider whether REITs are real estate and the role of REITs in a mixed asset portfolio. For …

With growing competition globally, SACCOs are directing their energies on investments to
enhance their efficiency and so as to survive extreme competition. However, the decision to …