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

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

Access to Document

10.1080/14445921.2009.11104286

Cite this

@article{e7675781269b49c9b08775c35ba4ff89,

title = "Evaluating the sharpe performance of the australian property investment markets",

keywords = "Autocorrelation and non-normality, Property returns, Sharpe ratios",

author = "Stephen Lee and David Higgins",

year = "2009",

doi = "10.1080/14445921.2009.11104286",

language = "English",

volume = "15",

pages = "358--370",

journal = "Pacific Rim Property Research Journal",

issn = "1444-5921",

publisher = "Taylor and Francis Group",

number = "3",

}

TY - JOUR

T1 - Evaluating the sharpe performance of the australian property investment markets

AU - Lee, Stephen

AU - Higgins, David

PY - 2009

Y1 - 2009

KW - Autocorrelation and non-normality

KW - Property returns

KW - Sharpe ratios

UR - https://www.scopus.com/pages/publications/84863014052

UR - https://www.scopus.com/inward/citedby.url?scp=84863014052&partnerID=8YFLogxK

U2 - 10.1080/14445921.2009.11104286

DO - 10.1080/14445921.2009.11104286

M3 - Article

AN - SCOPUS:84863014052

SN - 1444-5921

VL - 15

SP - 358

EP - 370

JO - Pacific Rim Property Research Journal

JF - Pacific Rim Property Research Journal

IS - 3

ER -

Evaluating the sharpe performance of the australian property investment markets

Keywords

Access to Document

Other files and links

Fingerprint

Cite this