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Plazzi, Alberto's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,801 |
Total
Citations
40 |
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1.
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Ghysels, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management Plazzi, Alberto
University of Lugano - Institute of Finance
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1,105
(7,877)
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7
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Real Estate, MIDAS, Cap rate, Predictive regression
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2.
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Torous, Walter N.
University of California, Los Angeles (UCLA) - Finance Area Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management Plazzi, Alberto
University of Lugano - Institute of Finance
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710
(15,665)
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17
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Cap rate, real estate, return predictability
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3.
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Ghysels, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics Plazzi, Alberto
University of Lugano - Institute of Finance Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
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14 Feb 11
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Last Revised:
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18 Sep 12
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294
(49,392)
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4
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Skewness, Developed Markets, Emerging Markets, Quantile estimation, MIDAS
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4.
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The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations
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Plazzi, Alberto
University of Lugano - Institute of Finance Torous, Walter N.
University of California, Los Angeles (UCLA) - Finance Area Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
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Posted:
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19 Nov 04
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Last Revised:
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04 Aug 08
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285
(51,223)
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3
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Plazzi, Alberto
University of Lugano - Institute of Finance Torous, Walter
affiliation not provided to SSRN Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
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Plazzi, Alberto
University of Lugano - Institute of Finance Torous, Walter N.
University of California, Los Angeles (UCLA) - Finance Area Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
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283
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3
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Commercial real estate, cross-sectional volatility, total risk
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5.
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Plazzi, Alberto
University of Lugano - Institute of Finance Torous, Walter N.
University of California, Los Angeles (UCLA) - Finance Area Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
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01 Feb 11
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Last Revised:
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10 Mar 11
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133
(108,666)
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Dynamic portfolio choice, real estate, cap rate
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6.
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Ghysels, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics Plazzi, Alberto
University of Lugano - Institute of Finance Torous, Walter N.
University of California, Los Angeles (UCLA) - Finance Area Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
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100
(135,351)
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2
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real estate, predictability, market efficiency, REIT
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7.
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Franzoni, Francesco A.
University of Lugano Plazzi, Alberto
University of Lugano - Institute of Finance
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26 Mar 13
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Last Revised:
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17 May 13
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83
(153,004)
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hedge funds, limits of arbitrage, liquidity provision, trading costs, funding liquidity
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8.
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Markovich, Michael
Vienna Institute of Finance Plazzi, Alberto
University of Lugano - Institute of Finance
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17 Mar 12
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Last Revised:
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25 Mar 13
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74
(164,147)
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bond risk premia, forward rates, neutral rate of interest, forecasting bond returns
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9.
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Ghysels, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics Plazzi, Alberto
University of Lugano - Institute of Finance Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
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17
(286,187)
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7
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Records 1 -
9
of 9 matches
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