Akinsomi, Omokolade; Ong, Seow Eng; Ibrahim, Muhammad … - In: Journal of Property Research 31 (2014) 3, pp. 211-243
This paper investigates the impact of Shariah compliant investment principles on the idiosyncratic risks of a Shariah compliant REIT investor. The importance of idiosyncratic risks in explaining cross-sectional returns of a constructed Shariah compliant REIT investor's portfolio is further...