Measures of Downside Risk Under Conditions of Downturn in the Real Estate Market
By: Rafał Wolski
Open Access
|Oct 2013References
- ATWOOD, J., 1985,, American Journal of Agricultural Economics, Vol. 67, No. 4, pp. 787-793.
- BIGMAN, D., 1996,, American Journal of Agricultural Economics, Vol. 78, No. 1, pp. 225-235.
- CHENG, P., 2005,, The Journal of Real Estate Finance and Economics, 30:1, pp. 89-102.
- COOPER, I., PRIESTLEY, R., 2009,, Review of Financial Studies, 22, 7, s. 2801-2833.
- FERSON, W., KANDEL, S., STAMBAUGH, R., 1987,, Journal of Finance, 42, 2, s. 201-220.
- HARLOW, W.V., RAO, R.S., 1989,. Journal Of Financial & Quantitative Analysis, 24(3), pp.285-311.
- KUCHARSKA - STASIAK, E., 2006,, Studia i Materiały Towarzystwa Naukowego Nieruchomości, red. nauk. Źróbek, S., vol. 14, nr 1, Olsztyn, pp. 109-122.
- MARKOWITZ H., 1959,, JOHN WILEY & SONS, New York.
- MARKOWITZ, H. M., 1952,, Journal of Finance, 7 (1), pp. 77-91.
- ROY, A.D., 1952,, Econometrica, Vol. 20, No. 3, pp. 431-449.
- SING, T.F., Ong, S.E., 2000,, Journal of Real Estate Portfolio Management, vol. 6, no. 3, pp. 213-223.
- SIVITANIDES, P.S., 1998,l, Journal of Real Estate Portfolio Management, vol. 4, no. 2, pp. 159-168.
- TARCZYŃSKI, W., MOJSIEWICZ, M., 2001,, POLSKIE WYDAWNICTWO EKONOMICZNE, Warszawa.
- TSE, K., UPPAL, J., 1993,, Financial Review, 28(4), pp. 585-605.
- WOLSKI, R., ZALECZNA, M., 2011,, Journal of Property Investment & Finance, 29, 1, pp. 74-82.
DOI: https://doi.org/10.2478/remav-2013-0029 | Journal eISSN: 2300-5289 (formerly 1733-2478)
Language: English
Page range: 81 - 87
Published on: Oct 8, 2013
Published by: Real Estate Management and Valuation
In partnership with: Paradigm Publishing Services
Keywords:
Related subjects:
© 2013 Rafał Wolski, published by Real Estate Management and Valuation
This work is licensed under the Creative Commons License.