[PDF][PDF] The impact of macroeconomic factors on the real estate investment trust index return on Japan, Singapore and China

H Fang, TY Chang, YH Lee… - Investment …, 2016 - businessperspectives.org
This study contributes to the existing literature by combining the multiple methods to clarify
the influence of the macroeconomic factors on the real estate investment trust (REIT) index …

[BOOK][B] The new science of asset allocation: risk management in a multi-asset world

T Schneeweis, GB Crowder, HB Kazemi - 2010 - books.google.com
A feasible asset allocation framework for the post 2008 financial world Asset allocation has
long been a cornerstone of prudent investment management; however, traditional allocation …

REITs in a mixed-asset portfolio: An investigation of extreme risks

SJ Stelk, J Zhou, RI Anderson - The Journal of Alternative …, 2017 - search.proquest.com
Until the recent financial crisis, it was widely believed that adding real estate investment
trusts (REITs) to a mixed-asset portfolio expanded the efficient frontier and provided superior …

Diversificação dos fundos de investimento imobiliário brasileiros

AV Moraes - 2016 - tede.fecap.br
The Brazilian capital market offers increasingly financing instruments and investment
products, which can enhance access to private capital for companies of different sizes and …

The dynamic of linkages of Islamic REITs in mixed-asset portfolios in Malaysia

AT Rozman, MN Razali, NA Azmi… - Pacific Rim Property …, 2016 - Taylor & Francis
Abstract Islamic REIT (I-REITs) were introduced to the Malaysian stock market approximately
ten years ago. This paper assesses dynamic linkages by using the Granger causality test of I …

International real estate

GA Patterson - Advances in International Investments: Traditional …, 2008 - World Scientific
Real estate represents a significant form of investment throughout the world that is
sometimes overshadowed by the stock and bond markets. Investments in real estate once …

[PDF][PDF] Existe value premium para os fundos imobiliários brasileiros?: uma análise para o período 2013 a 2018

GP Haas, RJ Feltrin, HJF Almeida, MS Nunes - Revista brasileira de …, 2021 - zbw.eu
Com a queda da taxa básica de juros da economia brasileira e menor volatilidade que o
mercado de ações, fundos imobiliários tornaram-se atrativos para os investidores. Ademais …

리츠 (REITs) 와 주식시장의 상관관계에 대한 연구: 코크렙 1 호 CR 리츠 & 교보-메리츠 CR 리츠: 코크렙 1 호 CR 리츠 & 교보-메리츠 CR 리츠

김범석 - 한국경영학회 융합학술대회, 2007 - dbpia.co.kr
본고는 리츠주가와 종합주가지수간의 장기적 균형관계와 동적구조관계를 분석한다. 리츠는
부동산에 투자하는 일종의 펀드로서 다른 상장주식과는 운용구조면에서 다르다. 하지만 …

[PDF][PDF] The Impact of Macroeconomic Variables on REIT Returns: A Case of South Africa and Brazil

T Sebehela - 2020 - wiredspace.wits.ac.za
Purpose: The paper aims to study the relationship between macroeconomic variables and
the returns of REITs listed on listed on São Paulo Stock Exchange and the Johannesburg …

[PDF][PDF] Regime switching in international securitized property markets

ZHU HAIHONG - 2007 - core.ac.uk
This chapter provides an in-depth review of the various finance and real estate literature
underpinning this study. The literature review is organized into five major components …