SOA QFI Track 参考书超全大合集

https://bbs.pinggu.org/thread-6906828-1-1.html

文章名称：The Secular and Cyclic Determinants of Capitalization Rates: The Role of Property Fundamentals, Macroeconomic Factors, and “Structural Changes”

作者：SERGUEI CHERVACHIDZE, JAMES COSTELLO, WILLIAM WHEATON

出版信息：Journal of Portfolio Management 2009.35.5 50-69

共20p，文字版（非扫描版）PDF

目录：

Background and Related Literature

Data and Methodology

The Standard Specification: Market Fundamentals and Treasury Rates

Extended Models Specifications: Adding Risk Premium and Debt Flows

Testing for Structural Changes

Comparative Analysis of Alternative Specifications

Backtests and Forecasting Performance of Alternative Specifications

Conclusion

Appendix

Endnotes

References