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LAP Lambert Academic Publishing Lower Partial Moment-Capital Asset Pricing Model: in Listed Property Trusts

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Description

The Global Financial Crisis has drawn considerable attention from practitioners in which a more accurate pricing model is required. Thus the Lower Partial Moment-Capital Asset Pricing Model (LPM- CAPM) has become increasingly accepted in recent years. This book is the first study to examine the importance of the LPM-CAPM (or downside beta) in Australian Listed Property Trusts. It is a unique and timely book by combining descriptive materials and extensive empirical evidence to demonstrate the LPM-CAPM model. Four major parts have been covered in this book to: ? Examine the theoretical superiorities of the LPM- CAPM. ? Demonstrate the applications of the model with empirical evidence. ? Explain the significance of the model with a comprehensive survey of property fund managers. ? Review global REITs.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
15 April 2010
Listed Since
20 April 2010

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