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Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?
Liang Peng
, Rainer Schulz
Year
2012
Venue
The Journal of Real Estate Finance and Economics
Type
article
Citations
16
DOI
10.1007/s11146-011-9357-5
OpenAlex
W2117343458
Topics
Housing Market and Economics
Diversification (marketing strategy)
Covariance matrix
Portfolio
Real estate
Sample (material)