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Applying VaR to REITs: A comparison of alternative methods
Lu, Chiuling; Wu, Sheng-Ching; Ho, Lan-Chih - In: Review of financial economics : RFE 18 (2009) 2, pp. 97-103
Persistent link: https://www.econbiz.de/10008891997
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ESTIMATION AND HEDGING WITH A ONE-FACTOR HEATH-JARROW-MORTON MODEL
Ho, Lan-Chih; Cadle, John; Theobald, Michael - In: The journal of derivatives : the official publication … 8 (2001) 4, pp. 49-61
Persistent link: https://www.econbiz.de/10005950126
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An analysis of risk-based asset allocation and portfolio insurance strategies
Ho, Lan-chih; Cadle, John; Theobald, Michael - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 247-268
Persistent link: https://www.econbiz.de/10008814485
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Intra-Industry Effects of Corporate Capital Investment Announcements
Chen, Sheng-Syan; Ho, Lan-Chih; Shih, Yi-Cheng - In: Financial management 36 (2007) 2, pp. 125
Persistent link: https://www.econbiz.de/10007875442
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Portfolio selection in an expected shortfall framework during the recent "credit crunch" period
Ho, Lan-chih; Cadle, John; Theobald, Michael - In: The journal of asset management 9 (2008/09) 2, pp. 121-137
Persistent link: https://www.econbiz.de/10009871013
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How Much Do REITs Pay for Their IPOs?
Chen, Hsuan-Chi; Lu, Chiuling - In: The journal of real estate finance and economics 33 (2006) 2, pp. 105-126
Persistent link: https://www.econbiz.de/10007288401
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Real Estate Investment Trusts
Chen, Hsuan-Chi; Ho, Keng-Yu; Lu, Chiuling; Wu, Cheng-Huan - In: The journal of portfolio management : a publication of … (2005), pp. 46-54
Persistent link: https://www.econbiz.de/10006544939
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Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis
Lu, Chiuling; Tse, Yiuman; Williams, Michael - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 293-318
Persistent link: https://www.econbiz.de/10010066570
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The Relationship Between REITs Returns and Inflation: A Vector Error Correction Approach
Lu, Chiuling; So, Raymond W. - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 103-116
Persistent link: https://www.econbiz.de/10007174474
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Return Relationships between Listed Banks and Real Estate Firms: Evidence from Seven Asian Economies
Lu, Chiuling; So, Raymond W. - In: The journal of real estate finance and economics 31 (2005) 2, pp. 189-206
Persistent link: https://www.econbiz.de/10007097726