Kunze, Frederik; Basse, Tobias; Rodriguez Gonzalez, Miguel - In: The Journal of Risk Finance 21 (2020) 5, pp. 659-678
Purpose: In the current low-interest market environment, more and more asset managers have started to consider to invest in property markets. To implement adequate and forward-looking risk management procedures, this market should be analyzed in more detail. Therefore, this study aims to...