Shiryaev-Zhou index – a noble approach to benchmarking and analysis of real estate stocks

Real estate markets and real estate stocks are interrelated and are important not only to the investors, but also to the academics. Real estate stocks are, in a sense, good measures of performance of the physical real estate market. The objective of this paper is to provide a preliminary study on ga...

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Bibliographic Details
Main Authors: Eddie C. M. Hui, Sheung-Chi Phillip Yam, Si-Wei Chen
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2012-06-01
Series:International Journal of Strategic Property Management
Subjects:
Online Access:https://tede.vgtu.lt/index.php/IJSPM/article/view/4847