Italian real estate has become an increasingly popular investment class due to its relatively good returns and low risk compared to shares and bonds. In particular, real estate funds in Italy have shown enormous growth over the past few years, however, little is known about their performance. This paper corrects this oversight and considers the risk-adjusted performance of Italian real estate funds a number of risk metrics and monthly data over the period 2002 to 200
The performance of italian real estate funds
MORRI, GIACOMO;
2008
Abstract
Italian real estate has become an increasingly popular investment class due to its relatively good returns and low risk compared to shares and bonds. In particular, real estate funds in Italy have shown enormous growth over the past few years, however, little is known about their performance. This paper corrects this oversight and considers the risk-adjusted performance of Italian real estate funds a number of risk metrics and monthly data over the period 2002 to 200
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