Including more information content to enhance the value at risk estimation for real estate investment trusts
Year of publication: |
2013
|
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Authors: | Lu, Jin-ray ; Hwang, Chiang-chang ; Chen, Yi-chun ; Wen, Chu-ting |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 4.2013, 3, p. 25-34
|
Subject: | REITs | VaR | composite method | higher moments | Immobilienfonds | Real estate fund | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Informationswert | Information value |
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