most citedSpectral Risk Measures and the Choice of Risk Aversion Function

4 citations · 10 across the 17 of their papers we have counts for

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q-fin.PM2011★ 2 cited

A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics

John Cotter, Richard Roll

Real Estate Investment Trusts (REITs) are the only truly liquid assets related to real estate investments. We study the behavior of U.S. REITs over the past three decades and docum…