@article{oai:reitaku.repo.nii.ac.jp:00000665,
 author = {鈴木, 英晃 and 高辻, 秀興 and Suzuki, Hideaki and TAKATSUJI, Hideoki},
 journal = {麗澤学際ジャーナル, Reitaku Journal of Interdisciplinary Studies},
 month = {Mar},
 note = {For better understanding of real estate in a multi-asset portfolio, this research focuses on time-series relation of real estate with its other asset classes in total return. VECM confirmed a lead-lag relationship between REITs, equities and investment real estate, that JREITs, large-cap equities and mid-cap equities lead real estate. It was also found that JREITs have a significant impact on forecast errors of real estate at almost 40%, and that large-cap equities have large impacts on both JREITs and real estate in forecast errors.},
 pages = {21--48},
 title = {ポートフォリオ選択における不動産と他の複数資産の時系列的関係性},
 volume = {23},
 year = {2015},
 yomi = {スズキ, ヒデアキ and タカツジ, ヒデオキ}
}