Risk Adjusted and Diversification Potential of Malaysian Listed Property Companies
محل انتشار: دوازدهمین کنفرانس بینالمللی آکادمی مدیریت آسیا
سال انتشار: 1396
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 308
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شناسه ملی سند علمی:
AAMC12_083
تاریخ نمایه سازی: 22 دی 1396
چکیده مقاله:
This paper examines the risk adjusted and diversification potential of listed property companies in Malaysia. This paper focuses on risk-return characteristics and the diversification potential of Malaysian listed property companies in a mixed asset portfolio. The data engage the monthly price indices from January 1994 to December 2014 for listed property companies, shares, bonds, industrial, finance and plantation in Malaysia. The results reveal that Malaysian listed property companies underperformed over the entire period as compared to bonds, shares, finance, industrial and plantation.
کلیدواژه ها:
Malaysia ، Malaysian property market ، Malaysian listed property companies ، Risk adjusted ، Diversification potential
نویسندگان
Muhammad Najib Razali
Faculty of Geoinformation, University Technology Malaysia
Nurul Afiqah Azmi
Faculty of Geoinformation, University Technology Malaysia
Azlina Md. Yassin
Faculty of Technology Management and Business, Universiti Tun Hussein Onn Malaysia