The Impact Of Portfolio Strategy On The ‘Style’ Performance Of U.K. Property Companies
This study applied a constrained multiple regression model to the examination of property portfolio exposure. An asset class factor model namely return-based style analysis (RBSA) was developed by Sharpe (1988, 1992) to measure the exposures of each component of a mutual fund’s portfolio to moveme...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2000
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/1291/1/Hisham-JFMPC2000.pdf http://eprints.utm.my/id/eprint/1291/ |
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