Stephane Dubreuille

Reims Management School (RMS)

Reims

France

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Scholarly Papers (1)

1.

Is Real Estate a Good Way to Diversify in Times of Financial Crisis?

Number of pages: 13 Posted: 22 Aug 2011 Last Revised: 26 Nov 2012
Stephane Dubreuille, Stephane Fourneaux and Sebastien Lleo
Reims Management School (RMS), Reims Management School (RMS) and NEOMA Business School
Downloads 156 (226,199)

Abstract:

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real estate, equity market, regime switching models, hidden Markov chains, Copulas