Search for a Common Factor in Public and Private Real Estate Returns

Andrew Ang, Neil Nabar and Sam Wald

No 19194, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: This paper is no longer available on-line from the NBER. A revised version of the paper has been published as "Searching for a Common Factor in Public and Private Real Estate Returns" in the Journal of Portfolio Management JPM RE 2013, Vol. 39, No. 5: pp. 120-133.

JEL-codes: G11 G12 R30 R39 (search for similar items in EconPapers)
Date: 2013-07
Note: AP
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Published as Searching for a Common Factor in Public and Private Real Estate Returns Andrew Ang, Neil Nabar, and Samuel J. Wald The Journal of Portfolio Management JPM RE 2013, Vol. 39, No. 5: pp. 120-133

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