1 |
Bank of Korea. Economic Statistics System (2009-2014).
|
2 |
Cho, K. S., Lee, S. H., & Kim, J. J. (2013). "An Empirical Study on the Risk Diversification Effect of REITs", Korean Journal of Construction Engineering and Management, KICEM, 14(1), pp. 23-31.
DOI
|
3 |
Fama,E.and MacBeth, J. (1973). "Risk, Return, and Equilibrium: Empirical Tests", Journal of Political Economy, 81(3), pp. 607-636.
DOI
|
4 |
Hong J. Y and Lee Y. M. (2003). "Geographical Diversification in Real Estate Portfolio", Korean Appraisal Review, 13(1), pp. 181-195.
|
5 |
Jensen,M.,Black,F., and Scholes,M. (1972). "The Capital Asset Pricing Model : Some Empirical Test", New York:Praeger Publishers, pp. 79-121.
|
6 |
Kim, J. A. (2012). "Study on the Profitability of Mixed-Real Estate Fund Portfolio", Thesis, Konkuk Univ.
|
7 |
Kim, K. S. (2013). "A Study on the Optimal Global Mixed-Asset Portfolio Including Real Estate", Thesis, Konkuk Univ.
|
8 |
Kim, S. J. (2006). "A Study on the Portfolio Investment of Office Building by Office Index", Korean Appraisal Review, 16(2), pp. 49-70.
|
9 |
Lee, C. J., Lee. G., Won, J. S., & Ham, S. I. (2010). "Study on a Method for Composing a Portfolio for REITs Investment Using Markowitz's Portfolio Model", Korean Journal of Construction Engineering and Management, KICEM, 11(2), pp. 54-63.
DOI
|
10 |
Lee, Y. M. (2001). "Real Estate Investment Portfolio and Value at Risk Estimated by Bootstrapping Simulation", Journal of KREAA, 7(1), pp. 33-47.
|
11 |
Lintner, J. (1965). "The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets", The Review of Economics and Statistics, 47(1), pp. 13-37.
DOI
|
12 |
Markowitz, H. (1952). "Portfolio Selection", The Journal of Finance, 7(1), pp. 77-91.
DOI
|
13 |
Ministry of Land, Infrastructure, and Transport & Korea Appraisal Board. (2009-2014). Leasing Trends Survey of Commercial Real Estate Market.
|
14 |
Mossin, J. (1966). "Equilibrium in a Capital Asset Market", The Econometric Society Econometrica, 34(4), pp. 768-783.
DOI
|
15 |
Park, J. K. and Jun, J. B. (2015). "Applicability of CAPM(Capital Asset Pricing Model) to Office Building Market in Seoul", Journal of the Architectural Institute of Korea Planning & Design, 31(8), pp. 93-104.
DOI
|
16 |
Sharpe, W. (1966). "Mutual Fund Performance", The Journal of Business, 39(1), pp. 119-138.
DOI
|
17 |
Ross, S., Westerfield, R., & Jaffe, J. (2009). "Corporate Finance", 9th ed, McGraw-Hill.
|
18 |
Seo, H. S. (1999). "A Study on the Portfolio Efficiency of Real Estate in Korea", Journal of KREA, 16, pp. 89-106.
|
19 |
Sharpe, W. (1964). "A Theory of Market Equilibrium under Conditions of Risk", The Journal of Finance , 19(3), pp. 425-442.
DOI
|
20 |
ShinYoung Asset. (2014). Office Market Report.
|
21 |
Treynor, J. and Fischer, B. (1972). "Portfolio Selection Using Special Information, under the assumptions of the Diagonal Model, with Mean-Variance Portfolio Objectives, and without Constraints", Mathematical Methods in Investment and Finance, 4, pp. 367-384.
|
22 |
Yoon, K. S. (2010). "A Study on the Profitability and Risk of Multi-Asset Fund Portfolio", Ph.D. Dissertation, DanKook Univ.
|