An extended fama-french multi-factor model in direct real estate investing
Year of publication: |
2022
|
---|---|
Authors: | Yiu, Chung Yim ; Xiong, Chuyi ; Cheung, Ka Shing |
Published in: |
Journal of Risk and Financial Management. - ISSN 1911-8074. - Vol. 15.2022, 9, p. 1-14
|
Publisher: |
Basel : MDPI |
Subject: | CAPM | direct real estate | Fama-French five-factor model | New Zealand | total housing returns |
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