In the context of managing downside correlations, we examine the use of multi‐dimensional
elliptical and asymmetric copula models to forecast returns for portfolios with 3–12 …

The authors study a unique data set in order to examine the performance of a sample of 169
global private equity real estate investment funds across the core, value-add and …

We examine the determinants of debt maturity in the Australian capital market with the Top
400 firms listed on the Australian Securities Exchange for the period 1989–2006. We find that …

We examine the role that secondary mathematics plays in the performance of students in
introductory business courses. Students who pass more advanced secondary mathematics …

Recently the Balanced method was introduced as a class of quasi-implicit methods for solving
stiff stochastic differential equations. We examine asymptotic and mean-square stability …

We investigate whether Real Estate Investment Trust (REIT) managers actively manipulate
performance measures in spite of the strict regulation under the REIT regime. We provide …

We outline a method of portfolio selection incorporating asymmetric dependency structures
using copula functions. Assuming normally distributed marginal returns, we illustrate how …

We explore the interdependence of leverage and debt maturity choices in Real Estate
Investment Trusts (REITs) and unregulated listed real estate investment companies in the US for …

We analyse the empirical relationships between firm fundamentals and the dependence
structure between individual REIT and stock market returns. In contrast to previous studies, we …

Managers can improve real risk‐adjusted firm performance by matching nominal assets
with nominal liabilities, thereby reducing the sensitivity of real risk‐adjusted returns to …