Found: 29
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The Quantum Leap.
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- Journal of Portfolio Management, 2005, v. 32, p. 1
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Why Real Estate?
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- Journal of Portfolio Management, 2005, v. 32, p. 12
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Impact of Pension Plan Liabilities on Real Estate Investment.
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- Journal of Portfolio Management, 2005, v. 32, p. 23
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Performance of Real Estate Portfolios.
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- Journal of Portfolio Management, 2005, v. 32, p. 32
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Real Estate Investment Trusts.
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- Journal of Portfolio Management, 2005, v. 32, p. 46
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Direct Investment in Real Estate.
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- Journal of Portfolio Management, 2005, v. 32, p. 55
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Income and Cap Rate Effects on Property Appreciation.
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- Journal of Portfolio Management, 2005, v. 32, p. 70
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CMBS Credit Protection and Underwriting Standards.
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- Journal of Portfolio Management, 2005, v. 32, p. 80
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Hotel Real Estate Markets.
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- Journal of Portfolio Management, 2005, v. 32, p. 91
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Does Location Matter?
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- Journal of Portfolio Management, 2005, v. 32, p. 100
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Privately Traded Real Estate Equity.
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- Journal of Portfolio Management, 2005, v. 32, p. 109
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Who Bears the Balloon Risk in Commercial MBS?
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- Journal of Portfolio Management, 2005, v. 32, p. 114
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Stand-Alone Centers Occupied by Big-Box Retailers.
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- Journal of Portfolio Management, 2005, v. 32, p. 124
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Analyzing Real Estate Portfolio Returns.
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- Journal of Portfolio Management, 2005, v. 32, p. 134
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Real Estate Opportunity Funds.
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- Journal of Portfolio Management, 2005, v. 32, p. 143
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New Strategies for Commercial Real Estate Investment and Risk Management.
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- Journal of Portfolio Management, 2005, v. 32, p. 154
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CMBS Total Return Swaps.
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- Journal of Portfolio Management, 2005, v. 32, p. 162
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Financial Markets: Truth and Consequences.
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 1
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A Factor Approach to Asset Allocation.
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 10, doi. 10.3905/jpm.2005.599487
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Contextual Fundamentals, Models, and Active Management.
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 23, doi. 10.3905/jpm.2005.599493
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Factor Neutrality.
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 38, doi. 10.3905/jpm.2005.599495
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The Surprisingly Small Impact of Asset Growth on Expected Alpha.
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 49, doi. 10.3905/jpm.2005.599498
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If You Had Everything Computationally….
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 61, doi. 10.3905/jpm.2005.599503
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Fair Trading.
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 76, doi. 10.3905/jpm.2005.599504
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Toward an Optimal Domestic Large-Cap Equity Index.
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 85, doi. 10.3905/jpm.2005.599506
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Never Again.
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 92, doi. 10.3905/jpm.2005.599508
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Corporate Bond Portfolio Analysis.
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 98, doi. 10.3905/jpm.2005.599514
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The Symmetric Downside-Risk Sharpe Ratio.
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 108, doi. 10.3905/jpm.2005.599515
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Copulas and Coherence.
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- Journal of Portfolio Management, 2005, v. 32, n. 1, p. 123, doi. 10.3905/jpm.2005.599516
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- Article