Keywords: Idiosyncratic risk
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Journal Articles
Journal of European Real Estate Research (2014) 7 (1): 29–58.
Published: 29 April 2014
...Kai-Magnus Schulte Purpose – This study is the first to examine the role of idiosyncratic risk in the pricing of European real estate equities. The capital asset pricing model predicts that in equilibrium, investors should hold the market portfolio. As a result, investors should only be rewarded...

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