Yawei Yang

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

441

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Dynamic Correlations Among Asset Classes: REIT and Stock Returns

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 41 Posted: 08 Feb 2011
Brad Case, Yawei Yang and Yildiray Yildirim
Fannie Mae, affiliation not provided to SSRN and Zicklin School of Business, Baruch College - The City University of New York
Downloads 441 (72,985)
Citation 4

Abstract:

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DCC-GARCH, REITs, Correlation, Volatility, Portfolio optimization, Asset allocation

2.

Dynamic Correlations Among Classes: REIT and Stock Returns

Journal of Real Estate Finance and Economics, Vol. 44, No. 3, 2012
Posted: 22 Feb 2012
Brad Case, Yawei Yang and Yildiray Yildirim
Fannie Mae, affiliation not provided to SSRN and Zicklin School of Business, Baruch College - The City University of New York

Abstract:

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DCC-GARCH, REITs, Volatility, Portfolio optimization, Asset allocation