Risk-adjusted performance of Malaysian Real Estate Investment Trust Funds
This study evaluates performance and risk features of Malaysian REIT funds from 2007-2012. Performance evaluation methods employed are Sharpe, Treynor, Jensen, and M-squared measures. The results indicate that beta values are all less than one and that the total risk of REIT funds comes mostly from...
Main Authors: | Low, Soo Wah, Anwar Johari |
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Format: | Article |
Language: | English |
Published: |
Penerbit Universiti Kebangsaan Malaysia
2014
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Online Access: | http://journalarticle.ukm.my/8365/1/7761-20188-1-SM.pdf |
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