Steininger, Bertram - European Real Estate Society - ERES - 2009
derivative markets are collected for the USA, the UK, France, and Germany over the time period of Q1 1998 to Q2 2008. These … the USA, the NCREIF Property Index Comparable serves as the basis of various derivatives. In France and Germany, the IPD …-extension strategies, i.e.~1X0/X0 longshort portfolio, try to increase alpha opportunities by dint of an active portfolio management, while …