Evaluating the sharpe performance of the australian property investment markets

Stephen Lee; David Higgins

doi:10.1080/14445921.2009.11104286

Evaluating the sharpe performance of the australian property investment markets

Stephen Lee
, David Higgins

City University
Royal Melbourne Institute of Technology University

Research output: Contribution to journal › Article › peer-review

7 Citations (Scopus)

Original language	English
Pages (from-to)	358-370
Number of pages	13
Journal	Pacific Rim Property Research Journal
Volume	15
Issue number	3
DOIs	https://doi.org/10.1080/14445921.2009.11104286
Publication status	Published (VoR) - 2009

Keywords

Autocorrelation and non-normality
Property returns
Sharpe ratios

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10.1080/14445921.2009.11104286

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Evaluating the sharpe performance of the australian property investment markets

Keywords

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