Conditional Systematic Risk of Equity Real Estate Investment Trusts

This study analyzes equity REIT returns between 2007 and 2015. After an examination, it concludes that systematic risk is conditional on broader market performance.

Bibliographic Details
Main Author: Tse, David
Format: Others
Published: Scholarship @ Claremont 2015
Subjects:
Online Access:http://scholarship.claremont.edu/cmc_theses/1128
http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=2199&context=cmc_theses