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

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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 doi: 10.1111/j.1540-6229.2007.00201.x

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/20992
Identification Number/DOI 10.1111/j.1540-6229.2007.00201.x
Refereed Yes
Divisions Henley Business School > Real Estate and Planning
Publisher American Real Estate and Urban Economics Association
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