Application of the Beta Coefficient in the Market of Direct residential Real Estate Investments

Czaja, J., Ligas, M., 2010, Zaawansowane metody analizy statystycznej rynku nieruchomości, (Advanced statistical analysis for real estate market reaserch), Studies and Materials of the Polish Real Estate Scientific Society (Towarzystwo Naukowe Nieruchomości), scientific editor: S. Źróbek, vol. 18, no. 1, Olsztyn, pp. 7-20.Search in Google Scholar

Kucharska-Stasiak, E., 2006a, Ryzyko inwestowania na rynku nieruchomości, (Investment risk on a real estate market), Studies and materials of the Polish Real Estate Scientific Society (Towarzystwo Naukowe Nieruchomości), scientific editor: S. Źróbek, vol. 14, no. 1, Olsztyn, pp. 109-122.Search in Google Scholar

Treynor, J., 1961, Market Value, Time and Risk, nonpublished paper.10.2139/ssrn.2600356Search in Google Scholar

Treynor, J., 1999, Toward a Theory of Market Value of Risky Assets, paper 1962, published in: Asset Pricing and Portfolio Performance, red.: Korajczyk R.A., Risk Books, London, pp. 15-22.Search in Google Scholar

Sitek, M., 2012, Analiza i zarzqdzanie ryzykiem inwestycyjnym na rynku nieruchomości, (Analysis and management of investment risk on real estate market), in: Przedsiębiorczość i Zarządzanie, Finansowe aspekty zarządzania organizacjami (Financial aspects of organisation management), scientific editor: M. Wypych, vol. XIII, no. 18, Wydawnictwo SAN, Lódź, pp. 181-192Search in Google Scholar

Sharpe, W., 1964, Capital Asset Prices: A Theory of Market Equilibrium Under Condition of Risk, Journal of Finance, September, pp. 425-442.10.1111/j.1540-6261.1964.tb02865.xSearch in Google Scholar

Litner, J., 1965, Security Prices, Risk and Maximal Gains from Diversification, Journal of Finance, December, pp. 587-615.10.1111/j.1540-6261.1965.tb02930.xSearch in Google Scholar

Mossin, J., 1966, Equilibrium of Capital Asset Market, Econometrica, October, pp. 768-783.10.2307/1910098Search in Google Scholar

Jensen, M.C., 1968, The Performance of Mutual Funds in the Period 1945-1964, Journal of Finance, May, pp. 389-417.10.1111/j.1540-6261.1968.tb00815.xSearch in Google Scholar

Voicu, C, Seiler, M. J., 2013, Understanding Systematic Risk in Real Estate Markets, Journal Of Housing Research, 22(2), pp. 165-201.10.1080/10835547.2013.12092077Search in Google Scholar

Kucharska-Stasiak, E., 2006b, Nieruchomość w gospodarce rynkowej, (Real estate in a market economy), PWN, Warszawa.Search in Google Scholar

Black, F, Jensen M.C., Scholes M., 1972, The Capital Asset Pricing Model: Some Empirical Tests, in: Studies in the Theory of Capital Markets, Praeger, New York, pp. 79-124.Search in Google Scholar

Breidenbach, M., Mueller, G. R., Schulte, K., 2006, Determining Real Estate Betas for Markets and Property Types to Set Better Investment Hurdle Rates, Journal Of Real Estate Portfolio Management, 12(1), pp. 73-80.10.1080/10835547.2006.12089740Search in Google Scholar