Tests of common real estate risk premia in a time-varying expected return framework

Journal of Property Investment and Finance

Volumn 25, Issue 4, 2007, Pages 359-369

  Foo, Tien Foo ^a   Deng, Leiting ^a   Wang, Hong ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b Tsinghua University   (China)

Author keywords

Real estate; Return on investment; Risk management; Singapore

Indexed keywords

EID: 34547125615     PISSN: 1463578X     EISSN: None     Source Type: Journal    
DOI: 10.1108/14635780710762508     Document Type: Article

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