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Search: subject:"Shiryaev-Zhou index"
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Index
Shiryaev-Zhou index
6
Immobilienfonds
5
Real estate fund
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Securitization
5
Verbriefung
5
Immobilienmarkt
4
Real estate market
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Estimation
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Schätzung
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trading strategy
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"Buy-and-hold"
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"buy-and-hold"
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Aktienindex
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Securitized real estate index
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moving-window size
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securitized real estate index
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Asia
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Asien
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Hui, Eddie C. M.
2
Chan, Ka Kwan Kevin
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Yam, Sheung-Chi Philip
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International journal of strategic property management
2
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ECONIS (ZBW)
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1
A new time-dependent trading strategy for securitized real estate and equity indices
Hui, Eddie C. M.
;
Chan, Ka Kwan Kevin
- In:
International journal of strategic property management
22
(
2018
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10011996718
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2
Can we beat the "buy-and-hold" strategy? : analysis on European and American securitized real estate indices
Hui, Eddie C. M.
;
Yam, Sheung-Chi Philip
- In:
International journal of strategic property management
18
(
2014
)
1
,
pp. 28-37
Persistent link: https://www.econbiz.de/10010373181
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