Real Estate Risk in Equity Returns is popular PDF and ePub book, written by Gaston Michel in 2009-08-03, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Real Estate Risk in Equity Returns can be Read Online from any device for your convenience.
Real Estate Risk in Equity Returns Book PDF Summary
Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross-sectional variation in equity returns. He shows that an alternative modeI which includes the real estate factor performs as well as or better than the Fama-French model in pricing equity returns.
Detail Book of Real Estate Risk in Equity Returns PDF
- Author : Gaston Michel
- Release : 03 August 2009
- Publisher : Springer Science & Business Media
- ISBN : 9783834994967
- Genre : Business & Economics
- Total Page : 182 pages
- Language : English
- PDF File Size : 18,6 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Real Estate Risk in Equity Returns by Gaston Michel, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.