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DIVERSIFICATION BENEFIT AND RETURN PERFORMANCE OFREITS USING CAPM AND FAMA FRENCH EVIDENCES FROM TURKEY
Date
2016-12-05
Author
Yılmaz, Bilgi
Coşkun, Yener
Kestel, Sevtap Ayşe
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http://icoaef.gau.edu.tr/
https://hdl.handle.net/11511/86313
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Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey
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This paper analyzes return enhancement patterns of Turkish REITs (T-REITs) from various perspectives over the period of July 2008 and March 2015. We find that T-REITs portfolio provides a slightly lower level of risk diversification benefit than investment trusts, but higher than the banks. The evidence suggests that portfolio managers and investors may not only be able to utilize knowledge deriving from the CAPM, but also utilize information retrieved from Fama-French model due to its relatively better per...
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Recommendation diversification, which is the action of suggesting dissimilar products, is an emerging and important issue in recommendation systems. Recent studies show that recommending diverse products increases customer satisfaction. This is valid for advertisement recommendation as well. In this study, we investigate the diversification performance of a new advertisement recommendation algorithm. In the algorithm, sentiment enhanced user profiling is further enhanced by using followee/follower property ...
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B. Yılmaz, Y. Coşkun, and S. A. Kestel, “DIVERSIFICATION BENEFIT AND RETURN PERFORMANCE OFREITS USING CAPM AND FAMA FRENCH EVIDENCES FROM TURKEY,” 2016, Accessed: 00, 2021. [Online]. Available: http://icoaef.gau.edu.tr/.