Unsmoothing valuation-based indices using multiple regimes

Journal of Property Research

Volumn 14, Issue 3, 1997, Pages 189-210

  Chaplin, Russell ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Market environments; Performance; Portfolio analysis; Smoothing; Valuation accuracy

Indexed keywords

EID: 0006102090     PISSN: 09599916     EISSN: 14664453     Source Type: Journal    
DOI: 10.1080/095999197368609     Document Type: Article

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