Analysis of Risk, Rate of Return and Dependency of REITs in ASIA with Capital Asset Pricing Model

Rungrapee Phadkantha, Woraphon Yamaka, Roengchai Tansuchat. Analysis of Risk, Rate of Return and Dependency of REITs in ASIA with Capital Asset Pricing Model. In Vladik Kreinovich, Songsak Sriboonchitta, Nopasit Chakpitak, editors, Predictive Econometrics and Big Data. Volume 753 of Studies in Computational Intelligence, pages 536-548, Springer, 2018. [doi]

Abstract

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