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The construction of real estate indices

By: Contributor(s): Language: English Series: Real Estate Review ; 37(2) 2008, 39-47(9)Publication details: 2008Subject(s): Summary: 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.

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.