Essays on Real Estate Investment Trusts
The first essay of this dissertation investigates the relationship between downside risk and returns of real estate investment trusts (REITs) and assesses the performance of real estate mutual funds (REMFs). We measure the asymmetric risk through downside and upside betas and through the measures...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
ScholarWorks@UNO
2007
|
| Subjects: | |
| Online Access: | http://scholarworks.uno.edu/td/589 http://scholarworks.uno.edu/cgi/viewcontent.cgi?article=1589&context=td |