The stability of the co-movements between real estate returns in the UK (Record no. 77581)

MARC details
000 -LEADER
fixed length control field 01153cab a2200193 4500
001 - CONTROL NUMBER
control field ##L134586
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 060817n2006 000 0 eng u
035 ## - SYSTEM CONTROL NUMBER
System control number (Sirsi) u134586
041 0# - LANGUAGE CODE
Language code of text/sound track or separate title eng
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Lee, Stephen
245 04 - TITLE STATEMENT
Title The stability of the co-movements between real estate returns in the UK
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 2006
490 #0 - SERIES STATEMENT
Series statement Journal of Property Investment and Finance
Volume/sequential designation 24(5) 2006, 434-442(9)
520 ## - SUMMARY, ETC.
Summary, etc. Looks at how useful ex-post data is as a proxy for ex-ante returns in the portfolio problem. The degree of usefulness depends on the stability of the co-movement between returns. Examines the temporal stability of covariance and correlation matrices and individual correlation coefficients using the Box M tests and the methodology of Shaked using monthly real estate data in the UK. Finds that the stability increases consistently and substantially with the lengthening of the investment horizon and holding period. Tables. [Taken from journal abstract].
590 ## - LOCAL NOTE (RLIN)
Local note IKA220806
651 #4 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name United Kingdom
Chronological subdivision
690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
Topical term or geographic name as entry element PROPERTY-PROPERTY FINANCE AND INVESTMENT-PROPERTY INVESTMENT PERFORMANCE MEASUREMENT
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Suppress in OPAC 0
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Total Checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
    Dewey Decimal Classification     London London Journal article 17/08/2006   L134586 134586-1001 06/08/2019 1 06/08/2019 Journal article