Ahmad Etebari
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4 publications
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415 downloads
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1281 views
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Analyst Forecasts in New Zealand
Stephen J. Ciccone , Ahmad EtebariInvestment Management and Financial Innovations Volume 4, 2007 Issue #2
Views: 494 Downloads: 128 TO CITE -
A month-by-month examination of long-term stock returns
Stephen J. Ciccone , Ahmad EtebariInvestment Management and Financial Innovations Volume 5, 2008 Issue #3
Views: 552 Downloads: 149 TO CITE -
Employees, firm size and profitability in U.S. manufacturing industries
John R. Becker-Blease , Fred R. Kaen , Ahmad Etebari , Hans BaumannInvestment Management and Financial Innovations Volume 7, 2010 Issue #2
Views: 442 Downloads: 176 TO CITE -
Real estate as a portfolio risk diversifier
Ahmad Etebari doi: http://dx.doi.org/10.21511/imfi.13(2).2016.05Investment Management and Financial Innovations Volume 13, 2016 Issue #2 pp. 45-52
Views: 1037 Downloads: 296 TO CITEThis study provides evidence on the investment performance of real estate relative to bonds and common stocks in the U.S. Using quarterly total return data over the years 1978-2012, the analyses show that, over this period, on a risk-adjusted basis real estate was the top performing asset class, outperformed both bonds and stocks. Real estate, in the Eastern U.S., was the top performer, outperforming both bonds and stocks. The results also show that real estate provided a partial hedge against actual and expected inflation, and that, in combinations with bonds and stocks, it made up a major share of optimal portfolios constructed for various target returns within the Markowitz optimization framework
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