Time-varying correlations of REITs and implications for portfolio management
Jackson Anderson, Randy Anderson, Hany S. Guirguis, Spencer Proppe and Michael J. Seiler
| Year of publication: |
2021
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|---|---|
| Authors: | Anderson, Jackson ; Anderson, Randy I. ; Guirguis, Hany ; Proppe, Spencer ; Seiler, Michael J. |
| Published in: |
Journal of real estate research : JRER ; a publication of the American Real Estate Society. - London [u.a.] : Taylor & Francis, ISSN 2691-1175, ZDB-ID 2037318-1. - Vol. 43.2021, 3, p. 317-334
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| Subject: | dynamic conditional correlations | Markov-regime switching | portfolio rebalancing | REITs | Structural changes | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Strukturwandel | Structural change |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/08965803.2021.1985921 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012696750