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The relationship between real estate investment trusts and real estate markets
Lin, Tsoyu Calvin; Chiu, Yi-Fen - In: Journal of contemporary management : JMC 4 (2015) 2, pp. 29-46
Persistent link: https://www.econbiz.de/10011392891
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Industrial tail exposure risk and asset price : evidence from US REITs
Song, Jeongseop; Liow, Kim Hiang - In: Real estate economics 51 (2023) 5, pp. 1209-1245
Persistent link: https://www.econbiz.de/10014368743
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Equity premium over different investment horizons
Lee, Eunhee; Kim, Chang Sik; Kim, In-Moo - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1169-1187
Persistent link: https://www.econbiz.de/10011304129
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The investment horizon and asset pricing models
Walsh, Kathleen - In: Australian journal of management 40 (2015) 2, pp. 277-294
Persistent link: https://www.econbiz.de/10011342808
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On the stability of equilibrium in the market with heterogeneous investment horizons
Nishiwaki, Takashi - 2021
Persistent link: https://www.econbiz.de/10012617794
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An inter-temporal CAPM based on first order stochastic dominance
Levy, Moshe - In: European journal of operational research : EJOR 298 (2022) 2, pp. 734-739
Persistent link: https://www.econbiz.de/10013206894
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Analysis of the five-factor asset pricing model with wavelet multiscaling approach
Bera, Anil K.; Uyar, Umut; Uyar, Sinem Guler Kangalli - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 414-423
Persistent link: https://www.econbiz.de/10012417821
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Measuring portfolio performance : Sharpe, alpha, or the geometric mean?
Levy, Moshe - In: Journal of investment management : JOIM 15 (2017) 3, pp. 6-22
Persistent link: https://www.econbiz.de/10011914779
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The impact of investment horizon on the return and risk of investments in securities in Lithuania
Urbšienė, Laimutė; Bugajevas, Andrius; Pipiras, Marekas - In: Organizations and markets in emerging economies 7 (2016) 2, pp. 88-111
The paper focuses on the impact of time horizon on risk and return, which usually is the object of discussions about “stock versus bond”. The aim of this paper is to investigate the transformation of risk and return when increasing the investment term, and to determine the impact of the...
Persistent link: https://www.econbiz.de/10012195112
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A strong case to calculate the Treynor ratio using log-returns
Bednarek, Ziemowit; Firsov, Oleksandr; Patel, Pratish - In: The journal of asset management 18 (2017) 4, pp. 317-325
Persistent link: https://www.econbiz.de/10011741591