The Impact Of Portfolio Strategy On The â€˜Styleâ€™ Performance Of U.K. Property Companies

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The Impact Of Portfolio Strategy On The â€˜Styleâ€™ Performance Of U.K. Property Companies

This study applied a constrained multiple regression model to the examination of property portfolio exposure. An asset class factor model namely return-based style analysis (RBSA) was developed by Sharpe (1988, 1992) to measure the exposures of each component of a mutual fundâ€™s portfolio to moveme...

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Bibliographic Details
Main Authors:	Mohd. Ali, Dr. Hishamuddin, Ruddock, Dr. Les
Format:	Article
Language:	English
Published:	2000
Subjects:	H Social Sciences (General)
Online Access:	http://eprints.utm.my/1291/ http://eprints.utm.my/1291/1/Hisham-JFMPC2000.pdf

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