Properties of Return and Risk in Real Estate Industry: Evidence from Chinese Market

机译：房地产行业收益与风险的性质：来自中国市场的证据

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The paper analyzes the correlation between Chinese real estate return with other asset classes returns. It found Chinese real estate return has the properties of small companies and value companies' security portfolio. Using both single and multifactor models to find what factors determine Chinese real estate stocks returns or performance, it aims to find the country-specific risk factors of Chinese real estate industry.

机译：本文分析了中国房地产收益与其他资产类别收益之间的相关性。研究发现中国房地产收益具有小公司的财产和价值公司的证券资产。通过使用单因素和多因素模型来寻找决定中国房地产股收益或业绩的因素，它旨在寻找中国房地产行业针对特定国家的风险因素。

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来源
《International Conference on Innovation amp; Management vol.1; 20061202-03;》|2006年|P.545-552|共8页
会议地点
作者
Xiong Fangjun; Deng Changrong; Ma Yongkai;
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作者单位

Management College, UESTC China, Chengdu 610054, P.R. China;

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会议组织
原文格式 PDF
正文语种 eng
中图分类管理学;
关键词
factor model; real estate; investment portfolio;

机译：因子模型;房地产;投资组合;

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Properties of Return and Risk in Real Estate Industry: Evidence from Chinese Market

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