Blar i Brage NMBU på forfatter "Børtnes, Stig"
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Investments in European Securitized Real Estate - Performance Evaluation through Factor-Mimicking Portfolios
Børtnes, Stig; Høie, Erlend (Master thesis, 2010-12-01)This thesis applies factor models in explaining common variations in returns within the European securitized real estate sector. The three risk factors suggested by Fama & French (1993), the market, size and B/M ratio, ...