Publication:
The Dynamic Role Of The Japanese Property Sector Reits In Mixed-assets Portfolio

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The dynamic role of the Japanese property sector REITs in mixed-assets portfolio.pdf (2.11 MB)

Date

2023

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Emerald Publishing Limited

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Abstract

Purpose – This study examined the dynamic role of the Japanese property sector, particularly the real estate investment trusts (REITs), in mixed-asset portfolios of stocks and bonds, as well as office, retail, hotel and residential REITs.

Description

Volume 41 Issue 2 Pages (208-238)

Keywords

Property sector REITs, DCC-GJRGARCH, Volatility, Correlation, Mixed-asset portfolio, Investment

Citation

Razak, M.Z. (2023), "The dynamic role of the Japanese property sector REITs in mixed-assets portfolio", Journal of Property Investment & Finance, Vol. 41 No. 2, pp. 208-238. https://doi.org/10.1108/JPIF-06-2022-0051

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https://www.emerald.com/insight/content/doi/10.1108/JPIF-06-2022-0051/full/pdf
 https://oarep.usim.edu.my/handle/123456789/10629

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