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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
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Book/Report
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Commissioned report
83
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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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Keyphrases
Real Estate
100%
Mixed-asset Portfolio
100%
Property Returns
33%
Asset Class
33%
Portfolio Theory
22%
Real Estate Indices
22%
Nonlinear Behavior
11%
Low Correlation
11%
Moving Average
11%
Skewness
11%
Covariance
11%
Performance Data
11%
Most Appropriate Method
11%
Equity Indices
11%
Time-varying Effects
11%
Stock Market
11%
Market Conditions
11%
Capital Assets
11%
Nonprofessional Investors
11%
Private Property
11%
High-frequency Data
11%
Optimiser
11%
Risk Management Strategies
11%
Diversification Benefits
11%
Mean Absolute Deviation
11%
Expected Probability
11%
Transaction-based
11%
Asset Returns
11%
Normality Test
11%
Return Distribution
11%
Individual Assets
11%
Excess Kurtosis
11%
REIT Returns
11%
Real Estate Returns
11%
Copula Approach
11%
Lower Partial Moment
11%
Public Real Estate Markets
11%
Lower Tail Dependence
11%
Valuers
11%
Economics, Econometrics and Finance
Real Estate Sector
100%
Measure of Dispersion
25%
Portfolio Theory
16%
Investors
8%
Skewness
8%
Risk Management
8%
Capital Market Returns
8%
Real Estate Market
8%
Smoothing Technique
8%
Public Real Estate
8%
Kurtosis
8%