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Lee, S. L., (1993) The timing and selection ability of UK property funds: an empirical investigation. Working Papers in Land Management & Development. 12/93. Working Paper. University of Reading, Reading. pp19.
Abstract/Summary
This paper examines the selectivity and market timing performance of a sample of 21 UK property funds over the period Q3 1977 through to Q2 1987. The main finding of which that there is evidence of some superior selectivity performance on the part of UK property funds but that there are few funds who are able to successfully time the market.
| Item Type | Report (Working Paper) |
| URI | https://reading-clone.eprints-hosting.org/id/eprint/27258 |
| Divisions | Henley Business School > Real Estate and Planning |
| Publisher | University of Reading |
| Publisher Statement | The copyright of each working paper remains with the author. If you wish to quote from or cite any paper please contact the appropriate author; in some cases a more recent version of the paper may have been published elsewhere. |
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