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Tail parameters of stable distributions using one million observations of real estate returns from five continents
Stein, M., D. Piazolo and S.V. Stoyanov 2013
Working Paper version
Stein_Piazolo_Stoyanov_Stable_RE_Distrib
Adobe Acrobat Document 561.6 KB
Changing Return-to-Risk Profiles of German Open Ended Real Estate Funds and their Effect for Asset Allocation
Stein, M. 2013
Working Paper version
Stein 2013 GOEREF Return Distributions.p
Adobe Acrobat Document 1.1 MB
German Open Ended Real Estate Fund Performance: Relevant prices for performance measurement
Stein, M. 2013
Working Paper version
Stein 2013 GOEREF Performance.pdf
Adobe Acrobat Document 495.6 KB