Can we beat the "buy-and-hold" strategy? : analysis on European and American securitized real estate indices
Eddie C. M. Hui; Sheung-Chi Philip Yam
| Year of publication: |
2014
|
|---|---|
| Authors: | Hui, Eddie C. M. ; Yam, Sheung-Chi Philip |
| Published in: |
International journal of strategic property management. - Vilnius : Univ., ISSN 1648-715X, ZDB-ID 2221300-4. - Vol. 18.2014, 1, p. 28-37
|
| Subject: | securitized real estate index | Shiryaev-Zhou index | "buy-and-hold" | trading strategy | Granger-causality test | Verbriefung | Securitization | Immobilienfonds | Real estate fund | Aktienindex | Stock index | Immobilien | Real estate | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | EU-Staaten | EU countries | Index | Index number | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| 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/10010373181