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Essays on return and risk in the U.S. real estate investment trust market
Essays on return and risk in the U.S. real estate investment trust market
2013
Zhongyi Xiao
Keywords:
Holding period return
Security market line
Risk-free interest rate
Investment performance
Business
Finance
Capitalization rate
Beta (finance)
Consumption-based capital asset pricing model
Real estate investment trust
Financial economics
Capital asset pricing model
Diversification (finance)
Correction
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