A Class of its Own? The Role of Sustainable Real Estate in a Conditional Value at Risk Multi-Asset Portfolio

Author:

Geiger Peter,Cajias Marcelo,Fuerst Franz

Publisher

Elsevier BV

Reference53 articles.

1. On the coherence of expected shortfall;C Acerbi;Journal of Banking & Finance,2002

2. Corporate governance and performance: the REIT effect;R Bauer;Journal of Real Estate Economics,2010

3. How green is your property portfolio? The global real estate sustainability benchmark;R Bauer;Rotman International Journal of Pension Management,2011

4. International evidence on ethical mutual fund performance and investment style;R Bauer;Journal of Banking and Finance,2005

5. Learning and disappearing association between governance and returns;L Bebchuk;Journal of Financial Economics,2013

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