Risk-adjusted performance of Malaysian Real Estate Investment Trust Funds
This study evaluates performance and risk features of Malaysian REIT funds from 2007-2012. Performance evaluation methods employed are Sharpe, Treynor, Jensen, and M-squared measures. The results indicate that beta values are all less than one and that the total risk of REIT funds comes mostly from...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2014
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| Online Access: | http://journalarticle.ukm.my/8365/1/7761-20188-1-SM.pdf http://journalarticle.ukm.my/8365/ http://ejournal.ukm.my/pengurusan/index |
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