Real Estate for the Long Term: The Effect of Return Predictability on Long-Horizon Allocations

By G. Mackinnon, Ashraf Al Zaman. 2009

128 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/9de52164da7fb40d30f6a7826e20cbaf19f94bb9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Alberto Plazzi
2. Rossen Valkanov
3. Eric Ghysels
4. Walter N. Torous

In Economics and Econometrics

1. Rossen Valkanov
2. Eric Ghysels
3. Walter N. Torous
4. Alberto Plazzi
5. Fulvio Corsi
6. David E. Rapach
7. Massimiliano Marcellino
8. Tim Bollerslev

In Finance

1. Rossen Valkanov
2. Eric Ghysels
3. Walter N. Torous
4. Alberto Plazzi
5. Fulvio Corsi
6. David E. Rapach
7. Tim Bollerslev
8. Massimiliano Marcellino

Citations in the corpus

• Are REITs Real Estate? Evidence from International Sector Level Data (2012, unknown): “Direct real estate investments have been shown to provide significant diversification benefits in a portfolio containing stocks (Hoesli, Lekander and Witkiewicz, 2004; MacKinnon and Al Zaman, 2009; Brounen, Porras Prado and Verbeek, 2010).”
• Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets (2011, unknown): “Numerous studies have documented the benefits of including real estate in mixed-asset portfolios (Hoesli et al. 2004; MacKinnon and Al Zaman 2009).”
• Forecasting real estate prices (2012, background): “The price-income ratio is suggested by Malpezzi (1999) as another predictor of real estate price changes.”