Real Estate Performance Attribution: Pure Theory Meets Messy Reality
Young, Michael S., Annis, Susan, The Journal of Real Estate Research
Abstract
This article is the winner of The Best Research Paper Presented by a Practicing Real Estate Professional manuscript prize [sponsored by the American Real Estate Society Foundation (ARESF)] presented at the 2001 American Real Estate Society Annual Meeting.
The popularity of performance attribution in the publicly-traded equities arena may soon spill over to real estate markets. With that in mind, this study analyzes the practical and statistical problems that may arise when real estate managers apply this technique to their portfolios. The study involves three data sets: a portfolio of publicly-traded REITs, a single-client separate account and a multi-client …
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Publication information:
Article title: Real Estate Performance Attribution: Pure Theory Meets Messy Reality.
Contributors: Young, Michael S. - Author, Annis, Susan - Author.
Journal title: The Journal of Real Estate Research.
Volume: 23.
Issue: 1/2
Publication date: January-April 2002.
Page number: 3+.
© American Real Estate Society Oct-Dec 2008.
Provided by ProQuest LLC. All Rights Reserved.
This material is protected by copyright and, with the exception of fair use, may not be further copied, distributed or transmitted in any form or by any means.
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