Amir Moradi-Motlagh
Biographic Data
| ID | 9613445 |
|---|---|
| NAME | Amir Moradi-Motlagh |
| GIVEN NAMES | Amir |
| FAMILY NAME | Moradi-Motlagh |
| SIGNATURE | MORADI-MOTLAGH A |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2025 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
An empirical analysis of downside risk and inefficiency in U.S. real estate funds
Using monthly data from July 2011 to July 2024, we estimate and compare the upside and downside betas across eleven well-established real estate exchange-traded funds (ETFs), alongside an aggressive growth (tech) fund and a defensive (utility) fund. We also examine the return per unit of risk using the Calmar, Martin, Omega, Sharpe, and Sortino ratios, with a particular emphasis on extreme downside risk. Furthermore, we employ a non-radial direct…
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An empirical analysis of downside risk and inefficiency in U.S. real estate funds
Using monthly data from July 2011 to July 2024, we estimate and compare the upside and downside betas across eleven well-established real estate exchange-traded funds (ETFs), alongside an aggressive growth (tech) fund and a defensive (utility) fund. We also examine the return per unit of risk using the Calmar, Martin, Omega, Sharpe, and Sortino ratios, with a particular emphasis on extreme downside risk. Furthermore, we employ a non-radial direct…
Business (1 work) · Capital Investment and Risk Analysis (1 work) · Downside risk (1 work) · Econometrics (1 work) · Economics (1 work) · Finance (1 work) · Financial economics (1 work) · Housing Market and Economics (1 work) · Inefficiency (1 work) · Insurance and Financial Risk Management (1 work)