Bootstrap Analysis for Asian REIT's Portfolios

Enareta Kurtbegu and Juliana Caicedo-Llano

ERES from European Real Estate Society (ERES)

Abstract: A new bootstrap technique is applied to analyze the performance of a set of Asian REITs and make selections based on the best performers. The cross-section of Asian REITs being non-normal, these techniques are quite useful. The risk-adjusted performance issued from traditional asset pricing models will be analyzed with bootstrapping tools that will also allow controlling for multiple testing problems usually encountered when analyzing the cross-section of returns. "published in the “Handbook of Asian Finance,” edited by David Lee and Gregoriou,2014."

JEL-codes: R3 (search for similar items in EconPapers)
Date: 2015-07-01
New Economics Papers: this item is included in nep-sea
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Persistent link: https://EconPapers.repec.org/RePEc:arz:wpaper:eres2015_192

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