Essays about: "REIT"

Showing result 1 - 5 of 12 essays containing the word REIT.

1. 1. Are REITs in Singapore and Hong Kong Being Inflation Hedging? : An empirical analysis of the relationship between REIT returns and inflation

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Caixing Bin; [2022]
   Keywords : REITs; inflation; hedge; returns; REITs; inflation; hedge; avkastning;

   Abstract : This paper examinesinflation in Singapore and Hong Kong between 2002 to 2021. The purpose is to investigate whether REITs can hedge against inflation. The inflation will be divided into expected inflation (EI) and unexpected inflation (UI). READ MORE

3. 2. REITs in a Mixed-Asset Portfolio

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Mary Anne Roa; [2022]
   Keywords : REIT; Pricing; Fama-French; Portfolio Simulation;

   Abstract : Diversification is a significant element of asset allocation. An alternative investment of great interest for many investors is real estate. The paper will explore the hypotheses of whether real estate investment trust (REITs)warrants inclusion in an investment portfolio. READ MORE

4. 3. The determinants of capital structure- In the light of a financial crisis

   University essay from

   Author : Annie Holmström; Tobias Mägi; [2020-07-06]
   Keywords : Global Financial Crisis; Real Estate Market; Capital Structure; Leverage; REIT;

   Abstract : This thesis investigates how the 2008 financial crisis affected the determinants of capital structure of Real Estate Investment Trusts. The crisis brought both regulatory and behavioral changes and we examined how these changes affected a firm’s financing choices. READ MORE

5. 4. Diversification Attributes of Dutch REITs During Recessions:Return, Standard Deviation and Liquidity Characteristics

   University essay from KTH/Fastigheter och byggande

   Author : Tom Bergstrom; Patrik Carlsson; [2020]
   Keywords : REITs; Netherlands; Real Estate; Mixed-Asset Portfolio; Liquidity; Performance; Diversification; REITs; Nederländerna; Fastigheter; Investeringsportfölj; Likviditet; Diversifikation;

   Abstract : The objective of this thesis is to determine the performance of Dutch REITs and liquidity aspects during recessions and economic upswings as well as correlation with other asset classes to gain further knowledge in the field ofreal estate investment and asset performance during certain time periods. This is achieved through a quantitative analysis of historical daily returns, standard deviation and transaction volume of shares regarding REITs and other assets that usually pertain to an investor’s portfolio. READ MORE

6. 5. Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors

   University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

   Author : Klara Granath; Charlotta Carlsson; [2019]
   Keywords : REIT; Portfolio Diversification; DCC-GARCH; Johansen’s Cointegration; Granger Causality;

   Abstract : Real estate is commonly viewed as a good diversification tool since the real estate market cycle exhibit low correlations to other asset classes. Moreover, Real Estate Investment Trusts (REITs) have become increasingly popular in the past decades since this investment form offers private investors a convenient way of diversifying stock portfolios with real estate. READ MORE