Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Babatunde O. Odusami, Omokolade Akinsomi
| Year of publication: |
2024
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|---|---|
| Authors: | Odusami, Babatunde Olatunji ; Akinsomi, Omokolade |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 94.2024, Art.-No. 103329, p. 1-16
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| Subject: | Conditional hedging | Copulas | MGARCH | Real estate | REITs | Value-at-risk | Immobilienfonds | Real estate fund | Hedging | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Welt | World | Virtuelle Währung | Virtual currency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103329 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014544083