Real estate mutual funds in Spain. Performance and persistence
The purpose of the present paper is to study the performance and persistence of the returns of the spanish real estate mutual funds universe from the beginning of their activity, late 1994 until august 2012. We adopt the Jensen's alpha model, Sharpe's ratio and Carhart's (1997) method...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad del País Vasco (UPV/EHU)
2016-04-01
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| Series: | Management Letters/Cuadernos de Gestión |
| Subjects: | |
| Online Access: | http://www.ehu.eus/cuadernosdegestion/revista/index.php/en/numeros?a=da&y=2016&v=16&n=2&o=7 |