| dc.contributor.author | Delfim, Jean-Christophe | |
| dc.contributor.author | Hoesli, Martin E. | |
| dc.date.accessioned | 2021-05-24T23:07:03Z | |
| dc.date.available | 2021-05-24T23:07:03Z | |
| dc.date.issued | 2021-02-19 | |
| dc.identifier.citation | Delfim , J-C & Hoesli , M E 2021 , ' Robust desmoothed real estate returns ' , Real Estate Economics , vol. 49 , no. 1 , pp. 75-105 . https://doi.org/10.1111/1540-6229.12313 | en |
| dc.identifier.issn | 1080-8620 | |
| dc.identifier.other | PURE: 159743939 | |
| dc.identifier.other | PURE UUID: 3da2c37d-b1de-43fa-98d8-41e9f28c58cd | |
| dc.identifier.other | WOS: 000535324800001 | |
| dc.identifier.other | SCOPUS: 85085639010 | |
| dc.identifier.other | Scopus: 85085639010 | |
| dc.identifier.other | ORCID: 0000-0002-4635-8839 | |
| dc.identifier.uri | https://hdl.handle.net/2164/16532 | |
| dc.description | ACKNOWLEDGMENTS We thank Shaun Bond, Marc Francke, David Geltner, and Jeffrey Fisher for inspiring thoughts and insights. We also extend our gratitude to Itzhak Ben-David, our discussant at the 2018 Real Estate Finance and Investment Symposium in Gainesville, Florida, and participants at this event for their useful comments. | en |
| dc.format.extent | 31 | |
| dc.language.iso | eng | |
| dc.relation.ispartof | Real Estate Economics | en |
| dc.rights | This is the peer reviewed version of the following article: [Delfim, JC, Hoesli, M. Robust desmoothed real estate returns. Real Estate Econ. 2021; 49: 75– 105], which has been published in final form at https://doi.org/10.1111/1540-6229.12313. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions. | en |
| dc.subject | Desmoothing models | en |
| dc.subject | robust filter | en |
| dc.subject | appraisal-based index | en |
| dc.subject | private real estate | en |
| dc.subject | unlevered REITs | en |
| dc.subject | desmoothing models | en |
| dc.subject | HF5601 Accounting | en |
| dc.subject | Economics and Econometrics | en |
| dc.subject | Accounting | en |
| dc.subject | Finance | en |
| dc.subject.lcc | HF5601 | en |
| dc.title | Robust desmoothed real estate returns | en |
| dc.type | Journal article | en |
| dc.contributor.institution | University of Aberdeen.Accountancy | en |
| dc.contributor.institution | University of Aberdeen.Business and Management Studies | en |
| dc.description.status | Peer reviewed | en |
| dc.description.version | Postprint | en |
| dc.identifier.doi | https://doi.org/10.1111/1540-6229.12313 | |
| dc.date.embargoedUntil | 2021-05-25 | |
| dc.identifier.url | http://www.scopus.com/inward/record.url?scp=85085639010&partnerID=8YFLogxK | en |
| dc.identifier.vol | 49 | en |
| dc.identifier.iss | 1 | en |
