Downside systematic risk in Australian listed property trusts

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Downside systematic risk in Australian listed property trusts

Previous studies on systematic risk have demonstrated the link between financial and management structure determinants and systematic risk. However, systematic risk is estimated by assuming return is normally distributed. This assumption is generally rejected for real estate returns. Therefore, down...

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Bibliographic Details
Main Authors:	Chyi, Lin Lee, Robinson, Jon, Reed, Richard
Format:	Conference or Workshop Item
Language:	English
Published:	2007
Subjects:	H Social Sciences (General)
Online Access:	http://eprints.utm.my/1297/ http://eprints.utm.my/1297/1/PRRES_2007_Paper-Lee%2CRobinson_and_Reed-%28R022%29.pdf

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