Real estate returns and inflation: an added variable approach

M Bond, M Seiler - Journal of Real Estate Research, 1998 - Taylor & Francis
This study analyses the inflation hedging effectiveness of residential real estate over the
1969-94 period. The results indicate that residential real estate is a significant hedge against …

Is the January effect present on the Romanian capital market?

C Balint, O Gică - Procedia-Social and Behavioral Sciences, 2012 - Elsevier
The January effect implies that small firms experience large returns in January and
exceptionally large returns during the first few trading days of January. This paper examines …

Portfolio performance rankings in stock market cycles

WS Bauman, RE Miller - Financial Analysts Journal, 1995 - Taylor & Francis
The ranking of investment performance of mutual funds and pension funds is more
consistent over time when evaluations are made over complete stock market cycles. The …

Performance-Messung ohne Rückgriff auf kapitalmarkttheoretische Renditeerwartungsmodelle

C Wittrock, M Steiner - Credit and Capital Markets …, 1995 - elibrary.duncker-humblot.com
Performance-Messung ohne Rückgriff auf kapitalmarkttheoretische
Renditeerwartungsmodelle-Eine Analyse des Anlageerfolges deutscher …

[PDF][PDF] Ethical rewards

H Atta - University of Durham. http://www. djindexes. com …, 2000 - Citeseer
Abstract The Dow Jones Islamic Index is a specialized ethical fund that screens out stocks
prohibited by Islamic Shari ah (Law). The effect of these screens is ambiguous. This study …

Unit trusts' performance: does the yardstick matter?

N Biger, MJ Page - Studies in Economics and Econometrics, 1993 - Taylor & Francis
Although researchers in the United States report that mutual funds fail to outperform simple
buy-and-hold investment strategies, South African studies have found that unit trust shares …

Value weighting and real estate portfolio risk

EJ Schuck, GR Brown - Journal of Property Research, 1997 - Taylor & Francis
This paper extends the discussion concerning the value weighting and variability of portfolio
returns. In particular, it critically analyses the work of Morrell (1993) in light of previous …

[PDF][PDF] Simultan Risk & Return

L Luqman Hakim - 2010 - repository.upi-yai.ac.id
Puji syukur penulis panjatkan kepada Allah Azza wa Jalla, Tuhan Yang Maha Esa, karena
atas ijin dan rahmat-Nya, penulis dapat menyelesaikan dalam melakukan kajian yang telah …

Asset pricing model conditional on up and down market for emerging market: the case of Pakistan

N Shah, JA Dars, M Haroon - Available at SSRN 2495827, 2014 - papers.ssrn.com
This study tests the validity of asset pricing model conditional on up and down market for
emerging market of Pakistan. The results indicate that when emerging market undergoes …

[BOOK][B] The performance of socially responsible investment funds in Europe: an empirical analysis

EM Kreibohm - 2016 - books.google.com
Socially responsible investing (SRI) is an investment approach that combines investors'
financial as well as nonfinancial goals in the security selection process. Technically …