The Significance and Performance of REIT in a mixed-asset portfolio in Four European Countries

Real Estate Investment Trust (REIT thereafter) was first developed in the 1960s in the USA. Even though in 1969 REIT legislation is passed in Netherlands, the European REIT markets started to be significant only from the 20 past years. Nowadays, the four biggest European REIT markets are United-King...

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Main Author: THIEBAUT, Alexandre
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2021
Online Access:https://eprints.nottingham.ac.uk/66348/
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author THIEBAUT, Alexandre
author_facet THIEBAUT, Alexandre
author_sort THIEBAUT, Alexandre
building Nottingham Research Data Repository
collection Online Access
description Real Estate Investment Trust (REIT thereafter) was first developed in the 1960s in the USA. Even though in 1969 REIT legislation is passed in Netherlands, the European REIT markets started to be significant only from the 20 past years. Nowadays, the four biggest European REIT markets are United-Kingdom, France, Spain and Belgium. This paper assesses the performance and the diversification benefit of the four European REIT market stated above. The analysis is based on the 10 past years from 2011 to 2021 with a focus on the effect of the Covid crisis. Results from the different analysis have shown that REIT’s diversification benefit is different for each country and vary over time. The risk-performance adjusted also differ both between countries and time period. In each country, the covid crisis negatively impacted each REIT’s performance. However, some markets were more resilient than others. Other studies could be undertaken to look closely at the different legislation or other REIT’s fundamentals that could explain the different performances.
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spelling nottingham-663482023-04-19T15:28:17Z https://eprints.nottingham.ac.uk/66348/ The Significance and Performance of REIT in a mixed-asset portfolio in Four European Countries THIEBAUT, Alexandre Real Estate Investment Trust (REIT thereafter) was first developed in the 1960s in the USA. Even though in 1969 REIT legislation is passed in Netherlands, the European REIT markets started to be significant only from the 20 past years. Nowadays, the four biggest European REIT markets are United-Kingdom, France, Spain and Belgium. This paper assesses the performance and the diversification benefit of the four European REIT market stated above. The analysis is based on the 10 past years from 2011 to 2021 with a focus on the effect of the Covid crisis. Results from the different analysis have shown that REIT’s diversification benefit is different for each country and vary over time. The risk-performance adjusted also differ both between countries and time period. In each country, the covid crisis negatively impacted each REIT’s performance. However, some markets were more resilient than others. Other studies could be undertaken to look closely at the different legislation or other REIT’s fundamentals that could explain the different performances. 2021-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/66348/1/20307926_BUSI4020_2020_2021.pdf THIEBAUT, Alexandre (2021) The Significance and Performance of REIT in a mixed-asset portfolio in Four European Countries. [Dissertation (University of Nottingham only)]
spellingShingle THIEBAUT, Alexandre
The Significance and Performance of REIT in a mixed-asset portfolio in Four European Countries
title The Significance and Performance of REIT in a mixed-asset portfolio in Four European Countries
title_full The Significance and Performance of REIT in a mixed-asset portfolio in Four European Countries
title_fullStr The Significance and Performance of REIT in a mixed-asset portfolio in Four European Countries
title_full_unstemmed The Significance and Performance of REIT in a mixed-asset portfolio in Four European Countries
title_short The Significance and Performance of REIT in a mixed-asset portfolio in Four European Countries
title_sort significance and performance of reit in a mixed-asset portfolio in four european countries
url https://eprints.nottingham.ac.uk/66348/