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: | Chyi, Lin Lee, Robinson, Jon, Reed, Richard |
---|---|
Format: | Conference or Workshop Item |
Language: | English |
Published: |
2007
|
Subjects: | |
Online Access: | http://eprints.utm.my/1297/1/PRRES_2007_Paper-Lee%2CRobinson_and_Reed-%28R022%29.pdf |
Similar Items
-
An exploration of the relationship between size and risk in a downside risk framework applied to Malaysian property shares
by: Lee, Chyi Lin, et al.
Published: (2006) -
The new real estate investment trusts in Malaysia : lessons from listed property trusts
by: Lee, Yim Mei Janice, et al.
Published: (2005) -
The effect of performance and corporate governance to risk disclosure among listed companies in Malaysia
by: Kiflee, Ag Kaifah Riyard, et al.
Published: (2021) -
An analysis of allocation listed property trusts in a portfolio : the malaysian experience
by: Lee, Chyi Lin
Published: (2003) -
When to Hedge Downside Risk?
by: Christos I. Giannikos, et al.
Published: (2024-02-01)