Applying VaR to REITs : a comparison of alternative methods
Chiuling Lu; Sheng-Ching Wu; Lan-Chih Ho
| Year of publication: |
2009
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|---|---|
| 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
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| Subject: | Immobilienfonds | Real estate fund | Risikomaß | Risk measure | Risikomanagement | Risk management | USA | United States | 1998-2005 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003901002