Browsing Center for Real Estate and Finance Reports by Author "Liu, Crocker H."

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Measuring the Value Added of REIT Managers Using MSA Benchmarks: A Return-Based Attribution Analysis Approach

Boudry, Walter I.; Liu, Crocker H.; Ukhov, Andrey (2013-01-01)

An interesting, important, and challenging financial question both in academic research and in practice is how to determine asset managers’ investment performance. That is, how much can be attributed to luck or serendipitous ...

School of Hotel Administration