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Where Does the Return Come From? Using the Risk-Adjusted Performance Measure in Real Estate
1999, Real Estate Finance, Volume 16, Number 2, pp. 23 - 30

Adelson, Mark H.; Hoyt, Elizabeth C.
CMBS Credit Migrations
2003, Journal of Portfolio Management, Volume 29, Number 5, pp. 87-100

Akers, Kurt
Timber Investment
2002, Journal of Alternative Investments, Volume 5, Number 1, pp. 86-88

Akers, Kurt ; Staub, Renato
Regional Investment Allocations in a Global Timber Market
2003, Journal of Alternative Investments, Volume 5, Number 4, pp. 73-87

Aldrich, Simon P.B.; Greenberg, William R.; Payner, Brook S.
A Capital Markets View of Mortgage Servicing Rights
2001, Journal of Fixed Income, Volume 11, Number 1, pp. 37-54

Ambrose, Brent W.; Sanders, Anthony B.
Commercial Mortgage-backed Securities: Prepayment and Default
2002, Journal of Real Estate Finance and Economics

Anson, Mark J.P.; Hudson-Wilson, Susan; Fabozzi, Frank J.
Privately Traded Real Estate Equity
2005, Journal of Portfolio Management

Arora, Amitabh ; Heike, David K.; Mattu, Ravi K.
Risk and Return in the Mortgage Market: Review and Outlook
2000, Journal of Fixed Income, Volume 10, Number 1, pp. 5-18

Banerjee, Steve ; Gauthier, Laurant ; Tan, Weisi ; Zhu, Drew
A Study of RASC Subprime Loan Prepayments, Delinquencies, and Losses
2000, Journal of Fixed Income, Volume 10, Number 3, pp. 47-68

Below, Scott D.; Stansell, Stanley R.
Do the Individual Moments of REIT Return Distributions affect Institutional Ownership Patterns?
2003, Journal of Asset Management, Volume 4, Number 2, pp. 77-95

Ben-Shahar, Danny
Theoretical and Empirical Analysis of the Multi-Period Pricing Pattern in the Real Estate Market
2002, Journal of Real Estate Research

Bennett, Paul ; Peach, Richard ; Peristiani, Stavros
How Much Mortgage Pool Information Do Investors Need?
2001, Journal of Fixed Income, Volume 11, Number 1, pp. 8-16

Bond, M. T.; Seiler, M. J.
Real Estate Returns and Inflation: An Added Variable Approach
1998, Journal of Real Estate Research

Brounen, Dirk ; Eichholtz, Piet
Property, Common Stock and Property Shares
2003, Journal of Portfolio Management, Volume 29, Number 5, pp. 129-137

Brunson, Andrew L.; Kau, James B.; Keenan, Donald C.
A Fixed-Rate Mortgage Valuation Model in Three State Variables
2001, Journal of Fixed Income, Volume 11, Number 1, pp. 17-28

Capozza, Dennis R.; Seguin, Paul J.
Debt, Agency and Management Contracts in REITs: The External Advisor Puzzle
1998, Social Science Research Network Electronic Library

Case, Bradford; Goetzmann, William; Rouwenhorst, K. Geert
Global Real Estate Markets: Cycles and Fundamentals
1999, EconPapers

Chan, Su Han; Leung, Wai Kin; Wang, Ko
Institutional Investment in REITs: Evidence and Implications
1998, Journal of Real Estate Research

Chandrashekaran, Vinod
Time-Series Properties and Diversification Benefits of REIT Returns
1999, Journal of Real Estate Research

Charlier, Erwin
Quantifying the Refinance Incentive and Losses from Prepayments
2001, Journal of Fixed Income, Volume 11, Number 1, pp. 55-64

Chatrath, A.; Liang, Y.
REITs and Inflation: A Long-Run Perspective
1998, Journal of Real Estate Research

Chatrath, Arjun; Liang, Youguo; McIntosh, Willard
Can We Hedge REIT Returns?
1999, Real Estate Finance, Volume 15, Number 4, pp. 78 - 84

Chaudhary, Sharad ; Gauthier, Laurant
Jumbo Hybrid ARM Securities: A Comprehensive Introduction
2002, Journal of Fixed Income, Volume 11, Number 4, pp. 64-77

Chaudhary, Sharad; Hayre, Lakhbir S.; Young, Robert A.
Anatomy of Prepayments
2000, Journal of Fixed Income, Volume 10, Number 1, pp. 19 - 49

Chen, Hsuan-Chi; Ho, Keng-Yu; Wu, Cheng-Huan
Real Estate Investment Trusts
2005, Journal of Portfolio Management

Chen, Hsuan-Chi; Ho, Keng-Yu; Wu, Cheng-Huan
Real Estate Investment Trusts
2005, Journal of Portfolio Management

Chen, Jun ; Hobbs, Peter
Global Real Estate Risk Index
2003, Journal of Portfolio Management, Volume 29, Number 5, pp. 66-75

Chen, Jun; Pappadopoulos, George J.
Commercial Real Estate Loan Default Frequency
2002, Journal of Portfolio Management, Volume 29, Number 1, pp. 115 - 119

Chinloy, P. T.
Real Estate Cycles: Theory and Empirical Evidence
1996, Journal of Housing Research

Cho, Hoon; Kawaguchi, Yuichiro
Unsmoothing Commercial Property Returns: A Revision to Fisher-Geltner-Webb's Unsmoothing Methodology
2001, Journal of Real Estate Finance and Economics

Clapp, John M.; Harding, John P.; LaCour-Little, Michael
Expected Mobility: Part of the Prepayment Puzzle
2000, Journal of Fixed Income, Volume 10, Number 1, pp. 68-78

Clayton, J.; MacKinnon, G.
The Time-Varying Nature of the Link between REIT, Real Estate and Financial Asset Returns
2001, Journal of Real Estate Portfolio Management

Clayton, Jim; Hamilton, Stanley W.
Smoothing in Commercial Property Valuations: Evidence from the Trenches
1999, Real Estate Finance, Volume 6, Number 3, pp. 16 - 26

Clayton, Jim; Mackinnon, Greg
The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns
2002, Journal of Real Estate Finance and Economics, Volume 27, Number 1

Conner, Philip; Liang, Youguo
Income and Cap Rate Effects on Property Appreciation
2005, Journal of Portfolio Management

Cooper, Michael; Downs, David H.; Patterson, Gary A.
Asymmetric Information and the Predictability of Real Estate Returns
1998, Journal of Real Estate Finance and Economics

Corcoran, Patrick J.; Iwai, Yuriko
Firming Property Prices and Weak Cash Flows
2003, Journal of Portfolio Management, Volume 29, Number 5, pp. 35-44

Corgel, John B.
Hotel Real Estate Markets
2005, Journal of Portfolio Management

Costello, James M.; Hopkins, Robert E.; Sivitanides, Petros S.; Southard, Jon A.; Torto, Raymond G.; Wheaton, William C.
Real Estate Risk: A Forward-Looking Approach
2001, Real Estate Finance, Volume 18, Number 3, pp. 20 - 28

Cromwell, Nancy O.; Friday, H. Swint; Yoder, James A.
Equity REITs and the January effect
2000, Journal of Alternative Investments, Volume 2, Number 4, pp. 62 - 69

DayCauley, Stephen; Pavlov, Andrey
Rational Delays: The Case of Real Estate
2002, Journal of Real Estate Finance and Economics, Volume 24, Number 1 & 2

De Wit, Ivo; van Dijk, Ronald
The Global Determinants of Direct Office Real Estate Returns
2002, Journal of Real Estate Finance and Economics, Volume 26, Number 1

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Real Estate Diversification Benefits
1997, Journal of Real Estate Research

DiRocco, Charles J.; Grupe, Michael R.
The NAREIT Index of REIT Industry Performance
1999, Real Estate Finance, Volume 16, Number 1, pp. 21 - 51

Dotzour, M. G
Quantifying Estimation Bias in Residential Appraisal
1998, Journal of Real Estate Research

Englund, Peter; Hwang, Min; Quigley, John M.
Hedging Housing Risk
2002, Journal of Real Estate Finance and Economics, Volume 24, Number 1 & 2

Eppli, Mark J.; Tu, Charles C.
Extension Risk in Commercial Mortgages
2002, Real Estate Finance, Volume 18, Number 4, pp. 53 - 63

Eppli, Mark J.; Tu, Charles C.
Who Bears the Balloon Risk in Commercial MBS?
2005, Journal of Portfolio Management

erring, Richard J.; Wachter, Susan
Real Estate Booms and Banking Busts: An International Perspective
1998, EconPapers

Fabozzi, Frank J.; Gordon, Jacques N.; Hudson-Wilson, Susan
Why Real Estate?
2003, Journal of Portfolio Management, Volume 29, Number 5, pp. 12-27

Fant, L. Franklin; O'Neal, Edward S.
Which Alternative Asset Class?
2001, Journal of Investing, Volume 10, Number 4, pp. 41 - 50

Feldman, Barry E.
Investment Policy for Securitized and Direct Real Estate
2003, Journal of Portfolio Management, Volume 29, Number 5, pp. 112-121

Fisher, J. F.; Geltner, D.
De-Lagging the NCREIF Index: Transaction Prices and Reverse Engineering
2000, Real Estate Finance

Fisher, Jeffrey D.
Performance of Real Estate Portfolios
2005, Journal of Portfolio Management

Fisher, Jeffrey D.
New Strategies for Commercial Real Estate Investment and Risk Management
2005, Journal of Portfolio Management

Fisher, Jeffrey D.; Gatzlaff, Dean H.; Geltner, David M.; Haurin, Donald R.
Controlling for Variable Liquidity and Selection Bias in Indices of Private Asset Market Values
2002, Real Estate Research Institute

Fisher, Jeffrey D.; Geltner, David
Property-Level Benchmarking of Real Estate Development Investments Using the NCREIF Property Index
2002, Real Estate Finance, Volume 18, Number 4, pp. 71 - 87

Fisher, Jeffrey D.; Guilkey, David;Miles, Mike
Commercial Real Estate Equity Returns
2000, Real Estate Finance, Volume 17, Number 2, pp. 57 - 65

Fisher, Jeffrey D.; Miles, Mike; Webb, R. Brian
How Reliable Are Commercial Appraisals? Another Look
1999, Real Estate Finance, Volume 16, Number 3, pp. 9 - 15

Fisher, Jeffrey D.; Young, Michael S.
Holding Periods For Institutional Real Estate In The NCREIF Database
2000, Real Estate Finance, Volume 17, Number 3, pp. 27 - 34

Francis, Jack Clark; Ibbotson, Roger G.
Empirical Risk-Return Analysis of Real Estate Investments in the U.S., 1972-1999
2001, Journal of Alternative Investments, Volume 4, Number 1, pp. 33 - 39

Fu, Yuming
Estimating the Lagging Error in Real Estate Price Indices
2003, Real Estate Economics, Volume 31, Number 1

Garmaise, Mark J.; Moskowitz, Tobias J.
Confronting Information Asymmetries: Evidence from the Real Estate Markets
2002, National Bureau of Economic Research

Gatzlaff, D.; Geltner, D.
A Transaction-Based Index of Commercial Property and its Comparison to the NCREIF Index
2000, Real Estate Finance

Gauthier, Laurant
Another Look at Home Equity Loan Prepayments
2001, Journal of Fixed Income, Volume 10, Number 4, pp. 51-58

Gauthier, Laurant
Market-Implied Losses and Non-Agency Subordinated MBS
2003, Journal of Fixed Income, Volume 13, Number 1, pp. 49-74

Geltner, D.
How Accurate Is the NCREIF Index as a Benchmark and Who Cares?
1997, Real Estate Finance

Geltner, David
Benchmarking Manager Performance Within the Private Real Estate Investment Industry
2000, Real Estate Finance, Volume 17, Number 1, pp. 23 - 34

Geltner, David
IRR-Based Property-Level Performance Attribution
2003, Journal of Portfolio Management, Volume 29, Number 5, pp. 138-151

Geltner, David M.
Estimating Market Values from Appraised Values without Assuming an Efficient Market
1993, Journal of Real Estate Research

Geltner, David M.
Using the NCREIF Index to Shed Light on What Really Happened to Asset Market Values in 1998: An Unsmoother's View of the Statistics
1999, Real Estate Finance

Geltner, David; Ling, David C.
Ideal Research and Benchmark indexes in Private Real Estate: Some Conclusions From the RERI/PREA Technical Report
2001, Real Estate Finance, Volume 17, Number 4, pp. 17 - 28

Gentry, William M.; Kemsley, Deen; Mayer, Christopher J.
Dividend taxes and share prices: evidence from real estate investment trusts
2001, National Bureau of Economic Research

George S. Oldfield
Making markets for structured mortgage derivatives
2000, Journal of Financial Economics, Volume 57, Number 3, pp. 445-471

Georgiev, Georgi ; Gupta, Bhaswar ; Kunkel, Thomas
Bennefits of Real Estate Investment
2003, Journal of Portfolio Management, Volume 29, Number 5, pp. 28-34

Getry W.M.; Kemsley D.; Mayer C.J.
Dividend Taxes and Share Prices: Evidence from Real Estate Investment Trusts
2003, Journal of Finance, Volume 58, Number 1, pp. 261-282

Ghosh, Chinmoy; Nag, Raja; Sirmans, C. F.
The Pricing of Seasoned Equity Offerings: Evidence from REITs
2000, Real Estate Economics

Gilberto, Michael
Assessing Real Estate Volatility
2003, Journal of Portfolio Management, Volume 29, Number 5, pp. 122-128

Giliberto, Michael S.
The Allocation of Real Estate to Future Mixed Asset Institutional Portfolio
1992, Journal of Real Estate Research

Giliberto, Michael S.
Equity Real Estate Investment Trusts and Real Estate Returns
1990, Journal of Real Estate Research

Glascock, John; Lu, Chiuling; So, Raymond
REITs Returns and Inflation: Perverse or Reverse Causality Effects?
2002, Journal of Real Estate Finance and Economics, Volume 24, Number 3

Goldstein, Michael A.; Nelling, Edward F.
REIT Return Behavior in Advancing and Declining Stock Markets
1999, Real Estate Finance, Volume 15, Number 4, pp. 68 - 77

Gonzalez-Rivera, Gloria
Linkages Between Secondary and Primary Markets for Mortgages
2001, Journal of Fixed Income, Volume 11, Number 1, pp. 29-36

Goodman, Laurie S.
CMBS Total Return Swaps
2005, Journal of Portfolio Management

Gordon, Bruce; Salter, Sean P.; Johnson, Ken H.
Difficult to Show Properties and Utility Maximizing Brokers
2001, Journal of Real Estate Research

Gordon, Jacques N.; Tse, Elysia Wai Kuen
VaR: A Tool to Measure Leverage Risk
2003, Journal of Portfolio Management, Volume 29, Number 5, pp. 62-65

Grauer, Robert R.; Hakansson, Nils H.
Gains From Diversifying Into Real Estate: Three Decades of Portfolio Returns Based on the Dynamic Investment Model
1995, Real Estate Economics

Gyourko, Joseph; Sinai, Todd
The REIT Vehicle: Its Value Today and in the Future
1999, Journal of Real Estate Research

Hahn, Thea C.; Geltner, David; Gerardo-Lietz, Nori
Real Estate Opportunity Funds
2005, Journal of Portfolio Management

Han, Jun; Liang, Youguo
The Historical Performance of Real Estate Investment Trusts
1999, Journal of Real Estate Research

Hartzell, David, Hekman, John; Miles, Mike
Diversification Categories in Investment Real Estate
1986, Real Estate Economics

Hatton, Jill S.
Reevaluating Benchmarks: What Works for Whom?
2000, Institute for Fiduciary Education

Hayre, Lakhbir
Prepayment Modeling and Valuation of Dutch Mortgages
2003, Journal of Fixed Income, Volume 12, Number 4, pp. 25-48

Hayre, Lakhbir S.; Young, Robert A.; Chaudhary, Sharad
Anatomy of Prepayments
2000, Journal of Fixed Income, Volume 10, Number 1, pp. 19-49

Hellerman, Brett D.
Practical Implications of Mark-to-Market of Illiquid Mortgage-Backed Securities
2004, Journal of Alternative Investments, Volume 6, Number 4, pp. 90-92

Hendershott, Patric H.; Hendershott, Robert J.
On Measuring Real Estate Risk
2002, Real Estate Finance, Volume 18, Number 4, pp. 35 - 40

Hoesli, Martin ; Lekander, Jon ; Witkiewicz, Witold
Real Estate in the Institutional Portfolio: A Comparison of Suggested and Actual Weights
2003, Journal of Alternative Investments, Volume 6, Number 3, pp. 53-59

Hoesli, Martin; Lekander, Jon
Suggested Versus Actual Institutional Allocations to Real Estate in Europe: A Matter of Size?
2005, Journal of Alternative Investments

Hopkins, Robert E., Jr.; Southard, Jon A.; Torto, Raymond G.; Wheaton, William C.
Evaluating Real Estate Risk: Debt Applications
2001, Real Estate Finance, Volume 18, Number 3, pp. 29 - 41

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REIT Advisor Performance
1990, Real Estate Economics