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Volumn 83, Issue 3, 2001, Pages 617-628

Assessing the financial performance of forestry-related investment vehicles: Capital asset pricing model vs. arbitrage pricing theory

Author keywords

Arbitrage pricing theory; Capital asset pricing model; Forestry; Timberland

Indexed keywords

FORESTRY; INVESTMENT; TIMBER INDUSTRY;

EID: 0034838184     PISSN: 00029092     EISSN: None     Source Type: Journal    
DOI: 10.1111/0002-9092.00182     Document Type: Article
Times cited : (55)

References (16)
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    • Institutional ownership of U.S. timberland: History, rationale, and implications for forest management
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    • Binkley, C.S., C. Raper, and C.L. Washburn. "Institutional Ownership of U.S. Timberland: History, Rationale, and Implications for Forest Management." J. Forest. 94 (September 1996):21-8.
    • (1996) J. Forest. , vol.94 , pp. 21-28
    • Binkley, C.S.1    Raper, C.2    Washburn, C.L.3
  • 5
    • 0002825487 scopus 로고
    • Arbitrage pricing theory and utility stock returns
    • September
    • Bower, D.H., R.S. Bower, and D.E. Logue. "Arbitrage Pricing Theory and Utility Stock Returns." J. Finance 39(September 1984):1041-54.
    • (1984) J. Finance , vol.39 , pp. 1041-1054
    • Bower, D.H.1    Bower, R.S.2    Logue, D.E.3
  • 8
    • 33847587475 scopus 로고
    • Simulating and forecasting utility stock returns: Arbitrage pricing theory vs. capital asset pricing model
    • January
    • Bubnys, E. "Simulating and Forecasting Utility Stock Returns: Arbitrage Pricing Theory vs. Capital Asset Pricing Model." Finan. Rev. 25(January 1990):1-23.
    • (1990) Finan. Rev. , vol.25 , pp. 1-23
    • Bubnys, E.1
  • 9
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    • Assessing timberland investment performance
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    • Caulfield, J.P. "Assessing Timberland Investment Performance." Real Estate Rev. 24(January 1994):76-81.
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    • Caulfield, J.P.1
  • 10
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    • Economic forces and the stock market
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    • Chen, N.F., R. Roll, and S.A. Ross. "Economic Forces and the Stock Market." J. Bus. 59(March 1986):383-403.
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    • Chen, N.F.1    Roll, R.2    Ross, S.A.3
  • 11
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    • The required rate of return for publicly held agricultural equity: An arbitrage pricing theory approach
    • February
    • Collins, R.A. "The Required Rate of Return for Publicly Held Agricultural Equity: An Arbitrage Pricing Theory Approach." Western J. Agr. Econ. 13(February 1988):163-68.
    • (1988) Western J. Agr. Econ. , vol.13 , pp. 163-168
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  • 12
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    • The three types of factor models: A comparison of their explanatory power
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    • Connor, G. "The Three Types of Factor Models: A Comparison of Their Explanatory Power." Finan. Analysts J. 51(May/June 1995):42-6.
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  • 15
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    • Do forest assets hedge inflation?
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    • _. "Do Forest Assets Hedge Inflation?" Land Econ. 69(August 1993):215-24.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.