000			01076cab a2200217 4500
001			X3243
008			090401t1996 xxu||||| |||| 00| 0 eng d
035			_a(Sirsi) u29407
041			_aeng
100			_aBrown, G.R.
245		2	_aA note on the periodic conversin of measures of risk
260			_c1996
350			_a0
490			_aJournal of Property Research _v13(1) March 1996, 13-16(4)
520			_aConversion of monthly or quarterly standard deviations to their annual equivalent presents few problems if the underlying returns series is serially uncorrelated. if however the same procedure is used to convert serially correlated returns then the annual equivalent risk measures may be seriously understated. Using continuous rates of return this paper presents a compact solution which makes allowance for serial correlation and can be used for making the convesion over any interval. (Journal abstract)
650			_aRISK MEASURES
650			_aSERIAL CORRELATION
690			_aPROPERTY-PROPERTY FINANCE AND INVESTMENT
942			_n0
948			_c04/03/1997
999			_c19811 _d19811