The Anatomy of Public and Private Real Estate Return Premia
The Anatomy of Public and Private Real Estate Return Premia
About this item
Full title
Author / Creator
Publisher
New York: Springer US
Journal title
Language
English
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Publication information
Publisher
New York: Springer US
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Scope and Contents
Contents
Market-wide, stock market specific, and real estate market specific risk – what kind of risk and to which extent drives the returns of listed real estate? Based on a structural asset pricing model calibrated to the empirical data in the U.S., we show that at least two thirds of the risk premium of listed real estate are driven by the same factors a...
Alternative Titles
Full title
The Anatomy of Public and Private Real Estate Return Premia
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_swepub_primary_oai_DiVA_org_kth_260798
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_swepub_primary_oai_DiVA_org_kth_260798
Other Identifiers
ISSN
0895-5638,1573-045X
E-ISSN
1573-045X
DOI
10.1007/s11146-017-9646-8
