University of Aberdeen logo

AURA - Aberdeen University Research Archive

 

The Volatility of Listed Real Estate in Europe and Portfolio Implications

Simple item page
dc.contributor.authorHoesli, Martin
dc.contributor.authorJohner, Louis
dc.contributor.authorKraiouchkina, Jackline
dc.contributor.institutionUniversity of Aberdeen.Accountancyen
dc.contributor.institutionUniversity of Aberdeen.Centre for Real Estate Research (CRER)en
dc.date.accessioned2025-03-24T15:55:00Z
dc.date.available2025-03-24T15:55:00Z
dc.date.issued2025
dc.descriptionParticipants at the European Real Estate Society (ERES) Annual Conference, the Royal Institute of Technology in Stockholm (Sweden) Research Seminar, the Journal of Real Estate Research and University of Central Florida Current Issues in Real Estate Symposium, and the American Real Estate Society (ARES) Conference provided many useful comments and suggestions. We are also grateful to the two reviewers for their very constructive remarks that have much improved the quality of the paper.en
dc.description.statusPeer revieweden
dc.format.extent40
dc.format.extent2810846
dc.identifier300226567
dc.identifier7736bec8-86ba-4875-97f2-dee34ce64fd6
dc.identifier85217830984
dc.identifier.citationHoesli, M, Johner, L & Kraiouchkina, J 2025, 'The Volatility of Listed Real Estate in Europe and Portfolio Implications', Journal of Real Estate Research, vol. 47, no. 2, pp. 240-278. https://doi.org/10.1080/08965803.2024.2447214en
dc.identifier.doi10.1080/08965803.2024.2447214
dc.identifier.iss2en
dc.identifier.issn0896-5803
dc.identifier.otherORCID: /0000-0003-2173-1200/work/180764289
dc.identifier.urihttps://hdl.handle.net/2164/25194
dc.identifier.vol47en
dc.language.isoeng
dc.relation.ispartofJournal of Real Estate Researchen
dc.subjectListed Real Estateen
dc.subjectVolatilityen
dc.subjectCrisesen
dc.subjectGARCHen
dc.subjectPortfolio Allocationen
dc.subjectTactical Rebalancingen
dc.subjectHF5601 Accountingen
dc.subject.lccHF5601en
dc.titleThe Volatility of Listed Real Estate in Europe and Portfolio Implicationsen
dc.typeJournal articleen

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
Hoesli_etal_JRER_Volatility_Listed_Real_AAM.pdf
Size:
2.68 MB
Format:
Adobe Portable Document Format
Download

Collections

All research

The Sir Duncan Rice Library

University of Aberdeen

Bedford Road

Aberdeen

AB24 3AA


Tel: +44 (0)1224 273330

Email: library@abdn.ac.uk

Share and keep up to date


FacebookTwitterWordpress