Concepedia

Open-ended property funds: Risk and return profile — Diversification benefits and liquidity risks

Lars Helge Haß, Lutz Johanning, Bernd Rudolph, Denis Schweizer

International Review of Financial Analysis · 2011 · 14 citations · 70 references

DOI

Concepts

References

70

Judgment under Uncertainty: Heuristics and Biases

Amos Tversky, Daniel Kahneman · Science · 1974 · 27.3K citations

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Judgment under Uncertainty: Heuristics and Biases

Amos Tversky, Daniel Kahneman · 1975 · 23.1K citations

, , +9

Illiquidity and stock returns: cross-section and time-series effects

Yakov Amihud · Journal of Financial Markets · 2002 · 10.1K citations

, , +3

Using daily stock returns

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1985 · 6.5K citations

, , +4

Optimization of conditional value-at-risk

R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.3K citations

, , +20