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Asset-Level Risk and Return in Real Estate Investments

The Review of financial studies, 2020
In stark contrast with liquid asset returns, commercial real estate idiosyncratic return means and variances do not scale with the holding period, even after accounting for all cash flow-relevant events.
Jacob S. Sagi
semanticscholar   +1 more source

Likelihood Evidence on the Asset Returns Puzzle

The Review of Economic Studies, 2005
Summary: Standard equilibrium models are unable to replicate the average return on equity and the risk-free rate during 1889--1978, the well-known asset returns puzzle. The present paper, motivated by the excess of outliers in the data, proposes a normal-scale mixture stochastic process for output that is compatible with leptokurtosis.
openaire   +3 more sources

PENGARUH PERPUTARAN TOTAL ASET DAN PERPUTARAN PERSEDIAAN TERHADAP RETURN ON ASET PADA PERUSAHAAN SEKTOR CONSUMER NON – CYCLICALS YANG TERDAFTAR DI BEI

International Symposium on Computer Modeling, Measurement and Evaluation
The purpose of this study is to investigate the impact of total asset turnover (TATO) and inventory turnover (ITO) on return on asset (ROA) for companies in the consumer non-cyclicals sector listed on the Indonesia Stock Exchange (BEI). The population in
Wulan Nur Annisa, Asep Suherman
semanticscholar   +1 more source

PENGARUH RETURN ON ASSETS DAN TOTAL ASSETS TURNOVER TERHADAP RETURN SAHAM

2011
Tujuan dari penelitian ini adalah untuk menguji secara empiris pengaruh return on assets dan total assets turnover terhadap return saham. Penelitian ini menggunakan data laporan keuangan tahun 2008-2009 pada perusahaan LQ45 yang terdaftar di Bursa Efek Indonesia. Total sampel sebanyak 42 perusahaan yang terdaftar di Bursa Efek Indonesia.
openaire  

COEFFICIENT OF RETURN ON ASSETS (ROA)

The following thesis talks about the coefficient of return on assets, how itis determined, where, when and by whom it is used, as well as its reflection in Uzbekcompanies. In addition, it is possible to get acquainted with the problems that can beencountered in profitability and their solutions in the ...
Xojiyev Jaxongir Dushabayevich   +1 more
openaire   +1 more source

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