The underlying return-generating factors for REIT returns: An application of independent component analysis

Real Estate Economics

Volumn 35, Issue 4, 2007, Pages 569-598

  Lizieri, Colin ^a   Satchell, Stephen ^b   Zhang, Qi ^b  

^a UNIVERSITY OF READING   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 36248959240     PISSN: 10808620     EISSN: 15406229     Source Type: Journal    
DOI: 10.1111/j.1540-6229.2007.00201.x     Document Type: Conference Paper

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