Keywords: Sharpe ratio
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Journal Articles
Journal of Property Investment & Finance (2023) 41 (5): 473–505.
Published: 21 July 2022
... on availability. The performance of Turkish REITs was evaluated using Sharpe's ratio and Treynor's ratio, and the volatility was assessed using MGARCH-BEKK. Findings The authors found out that Turkish REITs are constantly underperforming and the REITs' returns remain highly volatile and persistent...

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