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Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Decision making and risk/return optimization in …, (pp. 65-98). 2019
Persistent link: https://www.econbiz.de/10012127933
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Performance stability of Turkish REITs
Bayraktar, Sema - In: Financial management from an emerging market perspective, (pp. 285-299). 2018
Persistent link: https://www.econbiz.de/10011860787
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German real estate returns in international comparison
Piazolo, Daniel - In: Understanding German real estate markets, (pp. 363-372). 2012
Persistent link: https://www.econbiz.de/10009670847
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Pan European opportunistic strategy
Pittit, Andrew - In: Indirect real estate investments, (pp. 156-164). 2014
Persistent link: https://www.econbiz.de/10010413353
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Modeling time-varying conditional betas : a comparison of methods with application for REITs
Aloy, Marcel; Laly, Floris; Laurent, Sébastien; … - In: Recent econometric techniques for macroeconomic and …, (pp. 229-264). 2021
Beta coefficients are the cornerstone of asset pricing theory in the CAPM and multiple factor models. This chapter proposes a review of different time series models used to estimate static and time-varying betas, and a comparison on real data. The analysis is performed on the USA and developed...
Persistent link: https://www.econbiz.de/10012395467
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The return performance of Real Estate Investment Trusts (REITs) and portfolio diversification benefits : evidence from the European market
Petris, Panagiotis; Alexakis, Panayotis - In: Recent advances and applications in alternative investments, (pp. 57-81). 2020
Persistent link: https://www.econbiz.de/10012265118
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The relationship between capital structure and performance of real estate companies in China
Jiang, Yitao; Zhang, Jianing - In: Comparative analysis of trade and finance in emerging …, (pp. 217-233). 2023
Persistent link: https://www.econbiz.de/10014317318
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Financial literacy and savings account returns
Deuflhard, Florian; Georgarakos, Dimitris; Inderst, Roman - In: Essays in industrial organization and asset allocation, (pp. 1-34). 2018
Persistent link: https://www.econbiz.de/10012099349
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Wann beginnt die Krise? : Ein Blick auf Finanzmarktrenditen
Locarek-Junge, Hermann; Straßberger, Mario; Wagner, … - In: Krisenkommunikation : 5. Dresdner Kolloquium an der …, (pp. 142-152). 2003
Persistent link: https://www.econbiz.de/10002063628
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Theoretical and empirical aspects of the relation between interest rates and common stock returns
Hallerbach, Winfried G. - In: Operations research models in quantitative finance : …, (pp. 112-133). 1994
Persistent link: https://www.econbiz.de/10001315481