The Maximum Drawdown as a Risk Measure: The Role of Real Estate in the Optimal Portfolio Revisited
Year of publication: |
2003-06-01
|
---|---|
Authors: | Hamelink, Foort ; Hoesli, Martin |
Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
Subject: | Risikomanagement | risk management | Risikomaß | Diversifikation | Diversification gains | Unbewegliche Sache | real estate valuation |
-
Maurer, Raimond, (2001)
-
Risk management with thinly traded securities : methodology and implementation
Bernales, Alejandro, (2013)
-
Thinly traded securities and risk management
Bernales, Alejandro, (2014)
- More ...
-
What factors determine international real estate security returns?
Hamelink, Foort, (2002)
-
What factors determine international real estate security returns?
Hamelink, Foort, (2002)
-
A multivariate conditional CAPM with threshold ARCH specifications
Hamelink, Foort, (1998)
- More ...