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文章基本信息

  • 标题:Performance Identification for REITs by Using Draw Measures
  • 本地全文:下载
  • 作者:Michael Stein ; Svetlozar T. Rachev
  • 期刊名称:International Real Estate Review
  • 印刷版ISSN:1029-6131
  • 出版年度:2013
  • 卷号:16
  • 期号:3
  • 出版社:Asian Real Estate Society, Global Chinese Real Estate Congress
  • 摘要:

    We use existing drawdown measures as well as modifications and extensions to gain insight into pronounced periods of gains and losses among global real estate companies. While there is no indication on heavier loss periods for companies that had experienced higher drawups in the previous market upturn, it appears that companies which fell the most during the recent crisis experienced larger upward phases in the following period.

  • 关键词:Maximum Drawdown; Conditional Drawdown; Drawup; Real Estate Stocks
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