Research Output per year
Personal profile
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Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
real estate
Social Sciences
drawdown
Earth & Environmental Sciences
investor
Social Sciences
empirical analysis
Earth & Environmental Sciences
Swiss
Social Sciences
assets
Social Sciences
allocation
Earth & Environmental Sciences
Risk-return
Business & Economics
Research Output 2001 2004
Maximum drawdown and the allocation to real estate
Hamelink, F. & Hoesli, M. 2004 In : Journal of Property Research. 21, p. 5-29Research output: Contribution to journal › Article
real estate
drawdown
investor
empirical analysis
Swiss
Portefeuilles institutionnels suisses et immobilier europeen
Hamelink, F. & Hoesli, M. 2004 In : L'Expert-Comptable Suisse. 8, p. 637-643Research output: Contribution to journal › Article
Time-varying betas and Cross-Sectional Return-Risk Relation: Evidence from the UK
Fraser, P., MacGregor, B., Hoesli, M. & Hamelink, F. 2004 In : European Journal of Finance. 10, p. 255-276Research output: Contribution to journal › Article
Time-varying beta
Risk-return
Measure of risk
Autoregressive conditional heteroscedasticity
Assets
What factors determine international real estate security returns?
Hamelink, F. & Hoesli, M. 2004 In : Real Estate Economics. 32, 3, p. 437-462Research output: Contribution to journal › Article
International factors
Security returns
Real estate
Factors
Growth factors
Systematic patterns before and after large price changes: an investigation using high frequency data from the Paris Bourse
Hamelink, F. 2003 In : Journal of Forecasting. 22, p. 533-549 16 p.Research output: Contribution to journal › Article