Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?
Year of publication: |
2013
|
---|---|
Authors: | Peng, Liang ; Schulz, Rainer |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 47.2013, 2, p. 310-340
|
Publisher: |
Springer |
Subject: | Dynamic conditional correlation | Portfolio allocation | Forecast evaluation |
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