Showing 1 - 10 of 373
Persistent link: https://www.econbiz.de/10003786745
Persistent link: https://www.econbiz.de/10009735165
traded REIT performance and privately traded direct real estate investment performance in three out of four U.S. real estate … significantly between the REIT and direct real estate markets regardless of sector and investment horizon. The findings have … as good substitutes in an investment portfolio with several years investment horizon. Second, they suggest that REIT …
Persistent link: https://www.econbiz.de/10010256953
Persistent link: https://www.econbiz.de/10011539444
Persistent link: https://www.econbiz.de/10011384348
Persistent link: https://www.econbiz.de/10011570093
Persistent link: https://www.econbiz.de/10011805867
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...
Persistent link: https://www.econbiz.de/10011298898
introducing infinite-dimensional nuisance parameters using a least-favourable entropy-maximising distribution. We demonstrate …
Persistent link: https://www.econbiz.de/10009767942
generalized entropy measures can be used to test which of diversity’s two basic dimensions matters most: the variety of groups, or …
Persistent link: https://www.econbiz.de/10010227840