Diversification Strategies during Asset Crises: REIT-Stock Tail Dependence
碩士 === 元智大學 === 商學碩士班(財務金融學程) === 100 === The study sheds insight into time-varying cross-asset linkages and asset-allocation strategies by investigating co-movements between REIT (real estate securitized trust) and stock price returns, spotlighting the recent decade with remarkable real estate cycl...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/46018143673214770867 |