Pricing of Volatility Risk in REITs
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Publisher
Elsevier BV
Reference28 articles.
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2. High idiosyncratic volatility and low returns: International and further U.S. evidence;A Ang;Journal of Financial Economics,2009
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Tales of Tails and Their Removal in Real Estate Portfolios: Does Normality Prevent from Risk?;SSRN Electronic Journal;2015
2. Idiosyncratic risk and the cross-section of European real estate equity returns;Journal of European Real Estate Research;2014-04-29
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