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Asymmetric dependence in real estate investment trusts : an asset-pricing analysis
Alcock, Jamie; Andrlikova, Petra - In: The journal of real estate finance and economics 56 (2018) 2, pp. 183-216
Persistent link: https://www.econbiz.de/10011966511
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Disappointment aversion, asset pricing and measuring asymmetric dependence
Alcock, Jamie; Hatherley, Anthony - In: Asymmetric dependence in finance : diversification, …, (pp. 1-16). 2018
Persistent link: https://www.econbiz.de/10011978502
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International determinants of asymmetric dependence in investment returns
Alcock, Jamie; Sinagl, Petra - In: Journal of international money and finance 122 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10013433557