IDEAS home Printed from https://ideas.repec.org/p/arz/wpaper/eres2015_192.html
   My bibliography  Save this paper

Bootstrap Analysis for Asian REIT's Portfolios

Author

Listed:
  • Enareta Kurtbegu
  • Juliana Caicedo-Llano

Abstract

A new bootstrap technique is applied to analyze the performance of a set of Asian REITs and make selections based on the best performers. The cross-section of Asian REITs being non-normal, these techniques are quite useful. The risk-adjusted performance issued from traditional asset pricing models will be analyzed with bootstrapping tools that will also allow controlling for multiple testing problems usually encountered when analyzing the cross-section of returns. "published in the “Handbook of Asian Finance,” edited by David Lee and Gregoriou,2014."

Suggested Citation

  • Enareta Kurtbegu & Juliana Caicedo-Llano, 2015. "Bootstrap Analysis for Asian REIT's Portfolios," ERES eres2015_192, European Real Estate Society (ERES).
    • Handle: RePEc:arz:wpaper:eres2015_192
    as

    Download full text from publisher

    File URL: https://eres.architexturez.net/doc/oai-eres-id-eres2015-192
    Download Restriction: no
    ---><---

    More about this item

    JEL classification:

    • R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arz:wpaper:eres2015_192. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Architexturez Imprints (email available below). General contact details of provider: https://edirc.repec.org/data/eressea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.