The Composition of the Market Portfolio and Real Estate Investment Performance

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

On the exclusion of assets from tests of the two-parameter model

1982 • 532 citations

Risk and Return on Real Estate: Evidence from Equity REITs

1990 • 376 citations

Real Estate Returns: A Comparison with Other Investments

1984 • 341 citations

STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS

1977 • 297 citations

Human capital and capital market equilibrium

1977 • 244 citations

Real Estate Investment Funds: Performance and Portfolio Considerations

1984 • 229 citations

Towards Indices of Real Estate Value and Return

1980 • 133 citations

ESTIMATION OF TIME‐VARYING SYSTEMATIC RISK AND PERFORMANCE FOR MUTUAL FUND PORTFOLIOS: AN APPLICATION OF SWITCHING REGRESSION

1978 • 117 citations

A Note on the use of Appraisal Data in Indexes of Performance Measurement

1988 • 95 citations

The United States market wealth portfolio*

1979 • 75 citations

Institutions Beware: The Performance of Equity Real Estate Investment Trusts

1976 • 53 citations

The "Cap Rate," 1966-1984: A Test of the Impact of Income Tax Changes on Income Property

1987 • 36 citations

Does the Composition of the Market Portfolio Really Matter?

1987 • 34 citations

Market imperfections, omitted asset markets and abnormal real estate returns : a theoretical and empirical investigation

1988 • 8 citations