The Significance and Performance of South Korean REITs in a Mixed-Asset Portfolio

This paper examines the risk and return characteristics of K-REITs and the correlation of Korean real estate investment trusts (K-REITs) to other asset classes and their diversification potential in a mixed-asset portfolio. The data were monthly total returns from January 2002 to December 2010 for S...

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Veröffentlicht in:	Journal of real estate literature 2011-01, Vol.19 (2), p.373-390
1. Verfasser:	Pham, Anh Khoi
Format:	Artikel
Sprache:	eng
Schlagworte:	Allocative efficiency Business structures Economic crises Financial investments Financial portfolios International Articles Investment portfolios Investment risk Investors Portfolio diversification Real estate investment trusts
Online-Zugang:	Volltext
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