Real Estate ETNs in Strategic Asset Allocation
Author:
Affiliation:
1. IREBS International Real Estate Business School, University of Regensburg, Regensburg, Germany
2. Real Estate Economics and Finance, KTH Royal Institute of Technology, Stockholm, Sweden
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous),Management Information Systems,Business, Management and Accounting (miscellaneous),Urban Studies,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/10835547.2022.2033390
Reference35 articles.
1. Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection
2. Is It Possible to Construct Derivatives for the Paris Residential Market?
3. On the pricing of real estate index linked swaps
4. A Model for Pricing Securities Dependent upon a Real Estate Index
5. MPT and the Downside Risk Framework: A Comment on Two Recent Studies
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