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2007 Journal Article Will private equity and hedge funds replace real estate in mixed-asset portfolios? Not likelyBond, Shaun A., Hwang, Soosung, Mitchell, Paul and Satchell, Stephen E. (2007). Will private equity and hedge funds replace real estate in mixed-asset portfolios? Not likely. Journal of Portfolio Management, 33 (SPEC. ISS.), 74-84. doi: 10.3905/jpm.2007.698908 |
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2006 Journal Article Asymmetry, Loss Aversion, and Forecasting*Bond, Shaun A. and Satchell, Stephen E. (2006). Asymmetry, Loss Aversion, and Forecasting*. The Journal of Business, 79 (4), 1809-1830. doi: 10.1086/503649 |
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2006 Journal Article Asymmetry and downside risk in foreign exchange marketsBond, Shaun A. and Satchell, Stephen E. (2006). Asymmetry and downside risk in foreign exchange markets. The European Journal of Finance, 12 (4), 313-332. doi: 10.1080/13518470500459808 |
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2006 Journal Article Optimal allocation to real estate incorporating illiquidity riskBond, Shaun A, Hwang, Soosung and Richards, Kimberley (2006). Optimal allocation to real estate incorporating illiquidity risk. Journal of Asset Management, 7 (1), 2-16. doi: 10.1057/palgrave.jam.2240197 |
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2003 Journal Article A measure of fundamental volatility in the commercial property marketBond, Shaun A. and Hwang, Soosung (2003). A measure of fundamental volatility in the commercial property market. Real Estate Economics, 31 (4), 577-600. doi: 10.1046/j.1080-8620.2003.00077.x |
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2003 Journal Article International real estate returns: A multifactor, multicountry approachBond, Shaun A., Karolyi, G. Andrew and Sanders, Anthony B. (2003). International real estate returns: A multifactor, multicountry approach. Real Estate Economics, 31 (3), 481-500. doi: 10.1111/1540-6229.00074 |
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2002 Journal Article Statistical properties of the sample semi-varianceBond, Shaun A. and Satchell, Stephen E. (2002). Statistical properties of the sample semi-variance. Applied Mathematical Finance, 9 (4), 219-239. doi: 10.1080/1350486022000015850 |
