Digital library of construction informatics and information technology in civil engineering and construction
Digital library
Paper: eres2015_192
| Paper title: | Bootstrap Analysis for Asian REIT’s Portfolios |
| Authors: | Kurtbegu, Enareta; Juliana Caicedo-Llano |
| Summary: | 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." |
| Type: | paper session |
| Year of publication: | 2015 |
| Keywords: | control in multiple testing, bootstrap selection, False Discovery Rate, Asian REITs, portfolio performance |
| Series: | ERES:conference |
| Download paper: | |
| Citation: | Kurtbegu, Enareta; Juliana Caicedo-Llano (2015). Bootstrap Analysis for Asian REIT’s Portfolios. 22nd Annual European Real Estate Society Conference in Istanbul, Turkey, http://itc.scix.net/paper/eres2015_192 |
hosted by University of Ljubljana
includes:
W78
includes:
W78
inspired by SciX, ported by Robert Klinc [2019]