Diversification Attributes of Dutch REITs During Recessions:Return, Standard Deviation and Liquidity Characteristics ; Diversifieringsattribut hos nederländska REITs underlågkonjunkturer: Avkastning-, standardavvikelse-,samt likviditetsegenskaper

The objective of this thesis is to determine the performance of Dutch REITs and liquidity aspects during recessions and economic upswings as well as correlation with other asset classes to gain further knowledge in the field ofreal estate investment and asset performance during certain time periods. This is achieved through a quantitative analysis of historical daily returns, standard deviation and transaction volume of shares regarding REITs and other assets that usually pertain to an investor’s portfolio. The analysis covers the time-period just prior to the global financial crisis up until... Mehr ...