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Keywords: Fama and French multi-factor model
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Journal Articles
Journal of Corporate Real Estate (2022) 24 (2): 124–142.
Published: 24 August 2021
... based on their real estate assets using a portfolio-based approach and that are then analysed using the Fama and French multi-factor model with regard to their influence on capital market returns. Findings In general, the share of real estate assets has fallen over the past 10 years, although...

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