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Asset pricing /
Real estate finance is a fast-developing area where top quality research is in great demand. In the US, the real estate market is worth about US$4 trillion, and the REITs market about US$200 billion; tens of thousands of real estate professionals are working in this area. The market overseas could b...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New Jersey :
World Scientific,
©2003.
|
| Colección: | Frontiers of real estate finance ;
vol. 1. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 1. Introduction: real estate analysis in a dynamic risk environment
- 2. The predictability of returns on equity REITs and their co-movement with other assets
- 3. The predictability of real estate returns and market timing
- 4. A time-varying risk analysis of equity and real estate markets in the U.S. and Japan
- 5. Price reversal, transaction costs, and arbitrage profits in real estate securities market
- 6. Bank risk and real estate: an asset pricing perspective
- 7. Assessing the "Santa Claus" approach to asset allocation: implications for commercial real estate investment
- 8. The time-variation of risk for life insurance companies
- 9. The return distributions of property shares in emerging markets
- 10. Conditional risk premiums of Asian real estate stocks
- 11. Institutional factors and real estate returns: a cross-country study.