Risk-adjusted performance of Malaysian Real Estate Investment Trust Funds

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Risk-adjusted performance of Malaysian Real Estate Investment Trust Funds

This study evaluates performance and risk features of Malaysian REIT funds from 2007-2012. Performance evaluation methods employed are Sharpe, Treynor, Jensen, and M-squared measures. The results indicate that beta values are all less than one and that the total risk of REIT funds comes mostly from...

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Bibliographic Details
Main Authors:	Low, Soo Wah, Anwar Johari
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2014
Online Access:	http://journalarticle.ukm.my/8365/ http://journalarticle.ukm.my/8365/1/7761-20188-1-SM.pdf

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