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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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Expected return, time-varying risk, and hedging demand in the US REITs market
Xiao, Zhongyi; Lin, Zhangxi; Li, Siming - In: Journal of management analytics 1 (2014) 1, pp. 78-98
Persistent link: https://www.econbiz.de/10011729405
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Does local economic uncertainty matter for risk of property companies? : evidence from US REITs
Song, Jeongseop - In: International journal of strategic property management 27 (2023) 2, pp. 105-119
Persistent link: https://www.econbiz.de/10014287646
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Real estate investment by Bank Holding Companies and their risk and return : nonparametric and GARCH procedures
Deacle, Scott; Elyasiani, Elyas - In: Applied financial economics 24 (2014) 13/15, pp. 907-926
Persistent link: https://www.econbiz.de/10010410396
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Does it pay to be responsible? : evidence on corporate social responsibility and the investment performance of Australian REITs
Westermann, Steffen; Niblock, Scott J.; Kortt, Michael A. - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 4, pp. 1102-1119
Persistent link: https://www.econbiz.de/10013329625
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Investors' judgments, asset pricing factors and sentiment
Shefrin, Hersh - In: European financial management : the journal of the … 21 (2015) 2, pp. 205-227
Persistent link: https://www.econbiz.de/10010516687
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Dynamic asset allocation
Madhogarhia, Pawan K.; Lam, Marco - In: The journal of asset management 16 (2015) 5, pp. 293-302
Persistent link: https://www.econbiz.de/10011416515
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Measuring volatility persistence and risk in Southern and East African stock markets
Coffie, William - In: International journal of economics and business research 9 (2015) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10011332918
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What drives the value premium? : risk versus mispricing ; evidence from international markets
Chaves, Denis B.; Hsu, Jason C.; Kalesnik, Vitali; … - In: Journal of investment management : JOIM 11 (2013) 4, pp. 22-39
Persistent link: https://www.econbiz.de/10010357098
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Using IT fashion investments to optimize an IT innovation portfolio's risk and return
Fridgen, Gilbert; Moser, Florian - In: Journal of decision systems 22 (2013) 4, pp. 298-318
Persistent link: https://www.econbiz.de/10010239881