Narrow search
Showing 1 - 10 of 127
Cover Image
Role of Farm Real Estate in a Globally Diversified Asset Portfolio
Nartea, Gilbert; Eves, Chris - European Real Estate Society - ERES - 2009
The paper examines the benefits of further diversifying a global portfolio of financial assets with New Zealand farm real estate (FRE) using modern portfolio theory. We compare efficient sets generated with and without farm real estate. The results show that given the predominantly negative...
Persistent link: https://www.econbiz.de/10010834875
Cover Image
Role of farm real estate in a globally diversified asset portfolio
Nartea, Gilbert; Eves, Chris - In: Journal of property investment & finance 28 (2010) 3, pp. 198-221
Persistent link: https://www.econbiz.de/10008406311
Cover Image
Role of farm real estate in a globally diversified asset portfolio
Nartea, Gilbert; Eves, Chris - In: Journal of Property Investment & Finance 28 (2010) 3, pp. 198-220
Purpose – This paper seeks to examine the benefits of further diversifying a global portfolio of financial assets with New Zealand farm real estate (FRE). Design/methodology/approach – The paper compares efficient sets generated with and without FRE using portfolio theory. Findings – The...
Persistent link: https://www.econbiz.de/10014898265
Cover Image
An empirical study of the Chinese short-term interest rate : a comparison of the predictive power of rival one-factor models
Xu, Hai Yan; Ward, Bert; Nartea, Gilbert V. - In: Review of applied economics 3 (2007) 1/2, pp. 61-78
Persistent link: https://www.econbiz.de/10003780119
Cover Image
Size, BM, and momentum effects and the robustness of the Fama-French three-factor model : evidence from New Zealand
Nartea, Gilbert V.; Ward, Bert; Djajadikerta, Hadrian G. - In: International journal of managerial finance : IJMF 5 (2009) 2, pp. 179-200
Persistent link: https://www.econbiz.de/10003935296
Cover Image
Duration dependence test of rational speculative bubbles : a case study of Hong Kong stock market
Gan, Christopher; Nartea, Gilbert V.; Ling, Dou Ling; … - In: Investment management and financial innovations 9 (2012) 2, pp. 37-48
Persistent link: https://www.econbiz.de/10009579430
Cover Image
Predictive ability and profitability of simple technical trading rules : recent evidence from Southeast Asian stock markets
Yu, Hao; Nartea, Gilbert V.; Gan, Christopher; Yao, Lee Jian - In: International review of economics & finance : IREF 25 (2013), pp. 356-371
Persistent link: https://www.econbiz.de/10009693288
Cover Image
Idiosyncratic volatility and cross-sectional stock returns in Southeast Asian stock markets
Nartea, Gilbert V.; Ward, Bert; Yao, Lee Jian - In: Accounting and finance : journal of the Accounting … 51 (2011) 4, pp. 1031-1054
Persistent link: https://www.econbiz.de/10009407746
Cover Image
Economic risk analysis of alternative farming systems for smallholder farmers in central and north-east Thailand
Aditto, Satit; Gan, Christopher; Nartea, Gilbert V. - In: Boletín estadístico / Banco Central de la República … 41 (2014) 4, pp. 294-320
Persistent link: https://www.econbiz.de/10010386030
Cover Image
Is there a volatility effect in the Hong Kong stock market?
Nartea, Gilbert V.; Wu, Ji - In: Pacific-Basin finance journal 25 (2013), pp. 119-135
Persistent link: https://www.econbiz.de/10010346752