The underlying return-generating factors for REIT returns : an application of independent component analysis
Year of publication: |
2007
|
---|---|
Authors: | Lizieri, Colin ; Satchell, Stephen ; Zhang, Qi |
Published in: |
Real estate economics : journal of the American Real Estate and Urban Economics Association. - Malden, MA : Wiley Periodicals, Inc., ISSN 1080-8620, ZDB-ID 1234653-6. - Vol. 35.2007, 4, p. 569-598
|
Subject: | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | USA | United States | 1998-2006 |
-
Expected return, time-varying risk, and hedging demand in the US REITs market
Xiao, Zhongyi, (2014)
-
Real estate betas and the implications for asset allocation
Mladina, Peter, (2018)
-
REIT-based pure-play portfolios : the case of property types
Geltner, David, (1998)
- More ...
-
Lizieri, Colin, (2006)
-
Lizieri, Colin, (2007)
-
Lizieri, Colin, (2007)
- More ...