Characteristics of long-run return and risk : a unified performance metric
Year of publication: |
April-June 2017
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Authors: | Cheng, Ping ; Lin, Zhenguo ; Liu, Yingchun |
Published in: |
The journal of real estate research. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 0896-5803, ZDB-ID 1302785-2. - Vol. 39.2017, 2, p. 165-187
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Subject: | Kapitalmarktrendite | Capital market returns | CAPM | Random Walk | Random walk | Längsschnittanalyse | Longitudinal analysis | 1977-1997 |
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