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Journal of Real Estate Portfolio Management Volume 15, 2009 - Issue 2
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Research Articles

The Role of Co-Kurtosis in the Pricing of Real Estate

Chih-Yuan Yang National Sun Yat-sen University, Taiwan
&
Ming-Chi Chen National Sun Yat-sen University, Taiwan
Pages 185-195 | Published online: 18 Jun 2020

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Ming-Chi Chen, Hsiu-Jung Tsai, Tien-Foo Sing & Chih-Yuan Yang. (2015) Contagion and downside risk in the REIT market during the subprime mortgage crisis. International Journal of Strategic Property Management 19:1, pages 42-57.
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Articles from other publishers (3)

Johan Knif, Dimitrios Koutmos & Gregory Koutmos. (2020) Higher Co-Moment CAPM and Hedge Fund Returns. Atlantic Economic Journal 48:1, pages 99-113.
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Kenneth Högholm, Johan Knif, Gregory Koutmos & Seppo Pynnönen. (2011) Distributional asymmetry of loadings on market co-moments. Journal of International Financial Markets, Institutions and Money 21:5, pages 851-866.
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Richard D. F. Harris, Linh Nguyen & Evarist Stoja. (2016) Systematic Tail Risk. SSRN Electronic Journal.
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