Downside systematic risk in Australian listed property trusts
Previous studies on systematic risk have demonstrated the link between financial and management structure determinants and systematic risk. However, systematic risk is estimated by assuming return is normally distributed. This assumption is generally rejected for real estate returns. Therefore, down...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2007
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| Subjects: | |
| Online Access: | http://eprints.utm.my/1297/1/PRRES_2007_Paper-Lee%2CRobinson_and_Reed-%28R022%29.pdf |