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Equity and fixed income markets as drivers of securitised real estate
Cheong, Chee Seng; Gerlach, Richard; Stevenson, Simon; … - In: Review of financial economics : RFE 18 (2009) 2, pp. 103-111
Persistent link: https://www.econbiz.de/10003901003
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An analysis of the long-run impact of fixed income and equity market performance on Australian and UK securitised property markets
Cheong, Chee Seng; Wilson, Patrick James; Zurbruegg, Ralf - In: Journal of property investment & finance 27 (2009) 3, pp. 259-276
Persistent link: https://www.econbiz.de/10009523851
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Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond - In: Journal of banking & finance 19 (1995) 8, pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
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Tobin's q and the cross sectional variation of stock returns : evidence from the London stock exchange
Davidson, Ian; Leledakis, George; Okunev, John - 2002
Persistent link: https://www.econbiz.de/10001775911
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Long term equity risk premiums in the UK and US : a cautionary tale of weak mean reversion
Hodgson, Allan; Okunev, John - In: The European journal of finance 28 (2022) 17, pp. 1728-1744
Persistent link: https://www.econbiz.de/10013532260
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An analysis of the risk factors underlying hedge fund returns
Okunev, John; White, Derek - In: Intelligent hedge fund investing, (pp. 303-364). 2004
Persistent link: https://www.econbiz.de/10003286918
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Estimating the risk of guaranteed products
Lewis, Nigel D.; Okunev, John - In: The journal of investing 17 (2008) 3, pp. 86-95
Persistent link: https://www.econbiz.de/10003786442
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Hedge fund risk factors and the value at risk of fixed income trading strategies
Loudon, Geoffrey F.; Okunev, John; White, Derek - In: The journal of fixed income 16 (2006) 2, pp. 46-61
Persistent link: https://www.econbiz.de/10003400072