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The underlying return-generating factors for REIT returns: an application of independent component analysis

Lizieri, C., Satchell, S. and Zhang, Q. (2007) The underlying return-generating factors for REIT returns: an application of independent component analysis. Real Estate Economics, 35 (4). pp. 569-598. ISSN 1540-6229

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To link to this article DOI: 10.1111/j.1540-6229.2007.00201.x


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > Real Estate and Planning
ID Code:20992
Publisher:American Real Estate and Urban Economics Association

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