Spatial statistics applied to commercial real estate
Document Type
Article
Publication Date
8-1-2010
Abstract
Portfolio theory shows that diversification can enhance the risk-return trade-off. This study uses the absolute location of commercial real estate property along with spatial statistics to address the inherent problem of determining geographical diversification based upon a set of economic and property-specific attributes, some of which are unobservable or must be proxied with noise. We find that commercial real estate portfolios exhibit statistically significant spatial correlation at distances ranging from adjacent zip codes to neighboring metropolitan areas. Given the common structure of dependence found in the data series, we discuss feasible strategies for obtaining diversification within direct-investment real estate portfolios. © 2009 Springer Science+Business Media, LLC.
Publication Source (Journal or Book title)
Journal of Real Estate Finance and Economics
First Page
103
Last Page
125
Recommended Citation
Hayunga, D., & Pace, R. (2010). Spatial statistics applied to commercial real estate. Journal of Real Estate Finance and Economics, 41 (2), 103-125. https://doi.org/10.1007/s11146-009-9190-2