The Impact Of Portfolio Strategy On The ‘Style’ 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 fund’s portfolio to movem...

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Bibliographic Details
Main Authors: Mohd. Ali, Dr. Hishamuddin (Author), Ruddock, Dr. Les (Author)
Format: Article
Language:English
Published: 2000-12.
Subjects:
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