The construction of real estate indices

Freund, Steven

The construction of real estate indices - 2008 - Real Estate Review 37(2) 2008, 39-47(9) .

Reviews the literature on real estate indices. Shows how to construct real estate indices focused on Real estate or real estate investment trusts from the Centre for Research in Security Prices (CRSP). Compares the constructed indices to the overall CRSP equal-weighted, value-weighted indices and with shareholder returns to Fannie Mae and Freddie Mac. Discusses the results.


International