Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis
Chiuling Lu; Yiuman Tse; Michael Williams
| Year of publication: |
2013
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|---|---|
| Authors: | Lu, Chiuling ; Tse, Yiuman ; Williams, Michael |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 40.2013, 2, p. 293-318
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| Subject: | Finanzkrise | Financial crisis | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Diversifikation | Diversification | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009708114