Browsing SHA Working Papers by Subject "asset management"
Now showing items 1-2 of 2
Diversification Benefits of REIT Preferred and Common Stock: New Evidence from a Utility Based Framework (2014-09-10)We study the diversification benefits of REIT preferred and common stock using a utility based framework in which investors segment based on risk aversion. Taking the view of a long run investor, we conduct our analysis ...
(2017-09-20)Research on the disposition effect in real assets to date ignores the active management component of these investments. Active management notably includes decisions about follow-up investment in the form of capital ...