Departmental Bulletin Paper 不動産投資リターンのNon-i. i. d. 過程に関する時系列的解明

鈴木, 英晃  ,  高辻, 秀興  ,  Hideaki , Suzuki  ,  Hideoki, TAKATSUJI

This research examines non-i. i. d. process of real estate investment returns that Cheng et at (2013) in their analysis rather from time-series analysis point of view. While Cheng et al allows the process to play a major role in determining allocation of the asset class within a multi-asset portfolio, this research casts some discussion points in their argument and recommendation for further analysis.

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