Post-Pandemic Analysis for Value at Risk of Real Estate Investment Trust in Malaysia Under Quantitative Approach

• Main Authors: Tan, Kai Xian, Karim, Sharmila, Roslan, Teh Raihana Nazirah
• Format: Article
• Language: English
• Published: UUM Press 2023
• Subjects: QA Mathematics
• Online Access: https://repo.uum.edu.my/id/eprint/29755/1/JCIA%2002%2002%202023%20123-144.pdf; https://doi.org/10.32890/jcia2022.2.2.1; https://repo.uum.edu.my/id/eprint/29755/; https://e-journal.uum.edu.my/index.php/jcia/article/view/19063; https://doi.org/10.32890/jcia2022.2.2.1

A Real Estate Investment Trust (REIT) is a fund or trust that owns and manages commercial real estate and generates revenue. After two years of the COVID-19 pandemic, the whole REITs sector suffered from lockdown, diminishing revenue from office and shopping mall rentals. Hence, investors may lose m...