https://scholars.lib.ntu.edu.tw/handle/123456789/425845
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.author | Chen, Hsuan Chi | en_US |
dc.contributor.author | KENG-YU HO | en_US |
dc.contributor.author | CHIU-LING LU | en_US |
dc.contributor.author | Wu, Cheng Huan | en_US |
dc.creator | Wu, Cheng Huan;CHIU-LING LU;KENG-YU HO;Chen, Hsuan Chi | - |
dc.date.accessioned | 2019-10-02T08:55:06Z | - |
dc.date.available | 2019-10-02T08:55:06Z | - |
dc.date.issued | 2005-11-09 | - |
dc.identifier.issn | 00954918 | - |
dc.identifier.uri | https://scholars.lib.ntu.edu.tw/handle/123456789/425845 | - |
dc.description.abstract | Can investors improve their investment opportunity sets by adding a real estate investment trust (REIT) portfolio to benchmark portfolios sorted by firm size and book-to-market ratio? According to U.S. REIT performance data over 1980-2002, REITs after 1986 improve the meanvariance frontier set. Equity REITs appear to be non-redundant financial assets, which helps to enhance the completeness of the financial market. Mortgage REITs provide no diversification benefits in the sample period. | en_US |
dc.relation.ispartof | Journal of Portfolio Management | en_US |
dc.title | Real estate investment trusts | en_US |
dc.type | Review | en |
dc.identifier.doi | https://api.elsevier.com/content/abstract/scopus_id/27544506559 | - |
dc.identifier.scopus | 2-s2.0-27544506559 | - |
dc.identifier.url | https://api.elsevier.com/content/abstract/scopus_id/27544506559 | - |
dc.relation.journalvolume | 31 | en_US |
dc.relation.journalissue | SPEC. ISS. | en_US |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.openairetype | Review | - |
item.grantfulltext | none | - |
item.cerifentitytype | Publications | - |
item.fulltext | no fulltext | - |
crisitem.author.dept | Finance | - |
crisitem.author.dept | Center for Research in Econometric Theory and Applications (CRETA) | - |
crisitem.author.dept | International Business | - |
crisitem.author.parentorg | College of Management | - |
crisitem.author.parentorg | Others: University-Level Research Centers | - |
crisitem.author.parentorg | College of Management | - |
顯示於: | 國際企業學系 |
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