Assuming there's a logical business reason to link them I would do it but I would take the following precautions:
1. Don't over optimize the anchor text. Use branded anchor text or something like that.
2. Make sure each property has a distinctly different link profile. In other words getting a Forbes link to each of the properties doesn't make much sense and it definitely doesn't signal natural link acquisition to Google.
3. Monitor the rankings and GWT metrics for the properties for the first few months after linking them and see if you see any noticeable decline in traffic or rankings. If so, I would take the links down.
