%0 Conference Paper %B 22nd Annual European Real Estate Society Conference %D 2015 %T Bootstrap Analysis for Asian REIT's Portfolios %A Kurtbegu, Enareta %A Juliana Caicedo-Llano %K Asian REITs %K Bootstrap Selection %K Control In Multiple Testing %K False Discovery Rate %K Portfolio Performance %X

 

A new bootstrap technique is applied to analyze the performance of a set of Asian REITs and make selections based on the best performers. The cross-section of Asian REITs being non-normal, these techniques are quite useful. The risk-adjusted performance issued from traditional asset pricing models will be analyzed with bootstrapping tools that will also allow controlling for multiple testing problems usually encountered when analyzing the cross-section of returns. "published in the “Handbook of Asian Finance,” edited by David Lee and Gregoriou,2014."

%B 22nd Annual European Real Estate Society Conference %S ERES: Conference %C Istanbul, Turkey %8 07/2015 %G eng %! Conference 2015 %& Performance and Risk Management %R 10.15396/eres2015_192