Applying VaR to REITs : a comparison of alternative methods
Year of publication: |
2009
|
---|---|
Authors: | Lu, Chiuling ; Wu, Sheng-ching ; Ho, Lan-chih |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 18.2009, 2, p. 97-102
|
Subject: | Immobilienfonds | Real estate fund | Risikomaß | Risk measure | Risikomanagement | Risk management | USA | United States | 1998-2005 |
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