Book Chapter

Bootstrap Analysis for Asian REIT’s Portfolios

Juliana Caicedo Llano (University of Evry Paris-Saclay) & Enareta Kurtbegu (University of Evry Paris-Saclay)

 

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.

  

 

 

 

Published in

Hanbook of Asian finance, 2014


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