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REAL ESTATE’S ROLE IN THE MIXED-ASSET PORTFOLIO: A RE-EXAMINATION
Jamie Alcock
, Colin Lizieri, Eva Steiner
Mathematics
Research output
:
Book/Report
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Commissioned report
25
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Dive into the research topics of 'REAL ESTATE’S ROLE IN THE MIXED-ASSET PORTFOLIO: A RE-EXAMINATION'. Together they form a unique fingerprint.
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Business & Economics
Real Estate
100%
Assets
48%
Equity
28%
Standard Deviation
24%
Time-varying
22%
Portfolio Theory
20%
Real Estate Investment Trusts
19%
Public Real Estate
13%
Lower Partial Moments
13%
Real Estate Returns
12%
Stock Market
11%
Tail Dependence
10%
Bull Market
10%
Bear Market
10%
Diversification Benefits
10%
Kurtosis
9%
Investors
9%
Private Property
9%
Return Distribution
9%
High-frequency Data
9%
Normality
9%
Moving Average
9%
Skewness
8%
Copula
8%
Real Estate Market
8%
Asset Returns
8%
Management Strategy
7%
Market Conditions
7%
Deviation
7%
Diversification
6%
Short-run
6%
Risk Management
6%
Proportion
6%
Performance
3%