Lower Partial Moment-Capital Asset Pricing Model di Chyi Lin Lee edito da LAP Lambert Acad. Publ.
Alta reperibilità

Lower Partial Moment-Capital Asset Pricing Model

in Listed Property Trusts

EAN:

9783838353227

ISBN:

3838353226

Pagine:
312
Formato:
Paperback
Lingua:
Tedesco
Acquistabile con o la

Descrizione Lower Partial Moment-Capital Asset Pricing Model

The Global Financial Crisis has drawn considerable attention from practitioners in which a more accurate pricing model is required. Thus the Lower Partial Moment-Capital Asset Pricing Model (LPM- CAPM) has become increasingly accepted in recent years. This book is the first study to examine the importance of the LPM-CAPM (or downside beta) in Australian Listed Property Trusts. It is a unique and timely book by combining descriptive materials and extensive empirical evidence to demonstrate the LPM-CAPM model. Four major parts have been covered in this book to: ¿ Examine the theoretical superiorities of the LPM- CAPM. ¿ Demonstrate the applications of the model with empirical evidence. ¿ Explain the significance of the model with a comprehensive survey of property fund managers. ¿ Review global REITs.

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