Eres : Digital Library : Works

Paper eres2008_274:
RISK AND RETURN OF GERMAN REAL ESTATE INVESTMENT VEHICLES

id eres2008_274
authors Thomas, Matthias, Daniel Piazolo
year 2008
title RISK AND RETURN OF GERMAN REAL ESTATE INVESTMENT VEHICLES
source Book of Abstracts: 15th Annual European Real Estate Society Conference in Kraków, Poland
summary The aim of the paper is to give a better understanding of the risk return relationship of various investment products in Germany. The paper analyses the performance of open ended funds (both public and special) and listed real estate companies. For the purpose of this analyis a benchmark for open ended funds is developed and used as a benchmark, as well as a benchmark for listed real estate companies is developed as either no suitable index exists or existing indices flawed in one way or another (e.g. market capitalization, index weighting etc. ...)Various two-dimensional performance measures are used (e.g. Sharpe Ratio, Treynor Ratio, Tracking Error) for the purpose of ranking the various investment possibilities.
series ERES:conference
email thomas.ebs@rem-institute.org
discussion No discussions. Post discussion ...
ratings
session A4
last changed 2008/11/26 14:05
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