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Subject
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Capital income 1 Correlation 1 Immobilienfonds 1 Kapitaleinkommen 1 Korrelation 1 Markov-regime switching 1 Portfolio selection 1 Portfolio-Management 1 REITs 1 Real estate fund 1 Structural change 1 Structural changes 1 Strukturwandel 1 dynamic conditional correlations 1 portfolio rebalancing 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Anderson, Jackson 1 Anderson, Randy I. 1 Guirguis, Hany 1 Proppe, Spencer 1 Seiler, Michael J. 1
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Journal of real estate research : JRER ; a publication of the American Real Estate Society 1
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ECONIS (ZBW) 1
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Time-varying correlations of REITs and implications for portfolio management
Anderson, Jackson; Anderson, Randy I.; Guirguis, Hany; … - In: Journal of real estate research : JRER ; a publication … 43 (2021) 3, pp. 317-334
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