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Do REITs outperform stocks and fixed-income assets? : new evidence from mean-variance and stochastic dominance approaches
Chiang, Thomas C.; Hooi Hooi Lean; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 1 (2008) 1, pp. 1-40
This paper re-examines the performance of REITs, stocks, and fixed-income assets based on the preferences of risk …-averse and risk-seeking investors using mean-variance and stochastic dominance approaches. Our findings indicate no first … order to maximize their expected utility, the risk-averse prefer fixed-income assets over real estate, which, in turn, is …
Persistent link: https://www.econbiz.de/10011556251
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Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model
Borovička, Adam - In: Central European journal of operations research 30 (2022) 2, pp. 595-616
Persistent link: https://www.econbiz.de/10013185344
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Could stock hedge Bitcoin risk(s) and vice versa?
Okorie, David Iheke - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 117-136
Persistent link: https://www.econbiz.de/10012284952
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Decoding stock market with quant alphas
Kakushadze, Zura; Yu, Willie - In: The journal of asset management 19 (2018) 1, pp. 38-48
Persistent link: https://www.econbiz.de/10011847616
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Spillover risks in REITs and other asset markets
Chiang, Ming-Chu; Sing, Tien-foo; Tsai, I-Chun - In: The journal of real estate finance and economics 54 (2017) 4, pp. 579-604
Persistent link: https://www.econbiz.de/10011797681
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ETF risk models
Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 9 (2022) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
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Does supplemental private health insurance incentivize household risky financial asset investment? : evidence from the China Household Financial Survey
Shi, Si; Jiang, Yawen - In: International journal of health economics and management 22 (2022) 4, pp. 369-421
Persistent link: https://www.econbiz.de/10013435714
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Portfolio optimization on Croatian capital market
Ivanovic, Zoran; Baresa, Suzana; Bogdan, Sinisa - In: UTMS journal of economics / University of Tourism and … 4 (2013) 3, pp. 269-282
) have been chosen to build the optimal portfolio. Cash funds were selected because they represent a form of risk … minimum deviation of the selected stocks. Calculated optimal portfolio achieves better expected value than investing in stock …
Persistent link: https://www.econbiz.de/10010222861
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Predicting the unpredictable : value-at-risk, performativity, and the politics of financial uncertainty
Lockwood, Erin - In: Review of international political economy : RIPE 22 (2015) 4, pp. 719-756
Persistent link: https://www.econbiz.de/10011372868
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The circle of investment : connecting the dots of the portfolio management cycle ... under the purview of the uncertainty principle of the social sciences
Kashyap, Ravi - In: International journal of economics and finance 6 (2014) 5, pp. 244-263
Persistent link: https://www.econbiz.de/10010363431