Rodríguez, Javier; Romero, Herminio - In: International Journal of Managerial Finance 10 (2014) May, pp. 168-179
Purpose – The purpose of this paper is to examine the risk-adjusted performance of US-based global real estate mutual funds (GREMFs) with emphasis on their ability to manage their domestic and foreign portfolios exposures. Design/methodology/approach – The paper applies common econometric...