Ex-ante performance of REIT portfolios
Year of publication: |
2022
|
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Authors: | Birz, Gene ; Devos, Erik ; Dutta, Sandip ; Nguyen Khoa Huu ; Tsang, Desmond |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 59.2022, 3, p. 995-1018
|
Subject: | Abnormal returns | Out-of-Sample | Portfolio management | Predictability | Real estate | REITs | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Baumwollmarkt | Cotton market |
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