THE PERFORMANCE OF ITALIAN REAL ESTATE FUNDS

Giacomo Morri and Stephen Lee

ERES from European Real Estate Society (ERES)

Abstract: Italian real estate has become an increasingly popular investment class due to its relatively good returns and low risk compared to shares and bonds. In particular, real estate funds in Italy have shown enormous growth over the past few years, however, little is known about their performance. This paper corrects this oversight and considers the risk-adjusted performance of Italian real estate funds a number of risk metrics and monthly data over the period 2002 to 2008.

JEL-codes: R3 (search for similar items in EconPapers)
Date: 2008-01-01
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:arz:wpaper:eres2008_212

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