Strategic asset allocation and the demand for real estate: international evidence

Empirical Economics ◽

10.1007/s00181-021-02090-8 ◽

2021 ◽

Author(s):

Zaghum Umar ◽

Dennis Olson

Keyword(s):

Real Estate ◽

Asset Allocation ◽

Strategic Asset Allocation ◽

International Evidence

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Strategic asset allocation for institutional investors and real estate

Proceedings of the 20th Annual European Real Estate Society Conference - Vienna, Austria ◽

10.15396/eres2013_ind_106 ◽

2013 ◽

Keyword(s):

Real Estate ◽

Asset Allocation ◽

Institutional Investors ◽

Strategic Asset Allocation

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Rule-Based Asset Allocation Strategies in Real Estate Portfolios

10.15396/eres2003_183 ◽

2003 ◽

Keyword(s):

Real Estate ◽

Asset Allocation ◽

Rule Based ◽

Allocation Strategies

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The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios

Proceedings of the 20th Annual European Real Estate Society Conference - Vienna, Austria ◽

10.15396/eres2013_294 ◽

2013 ◽

Cited By ~ 1

Keyword(s):

Real Estate ◽

Asset Allocation ◽

Alternative Strategy ◽

Risk Parity

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EFFICIENT REAL ESTATE ASSET ALLOCATION - DO SECTOR-SPECIFC REITS OUTPERFORM DIVERSIFIED REITS?

10.15396/eres2006_286 ◽

2006 ◽

Keyword(s):

Real Estate ◽

Asset Allocation

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Reverse Mean-Variance Optimization for Real Estate Asset Allocation Parameters

AIMR Conference Proceedings ◽

10.2469/cp.v1995.n3.11 ◽

1995 ◽

Vol 1995 (3) ◽

pp. 61-64, 70 ◽

Cited By ~ 2

Author(s):

Paul D. Kaplan

Keyword(s):

Real Estate ◽

Asset Allocation ◽

Mean Variance

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Strategic Asset Allocation for Individual Investors: The Impact of the Present Value of Social Security Benefits

CFA Digest ◽

10.2469/dig.v32.n2.1082 ◽

2002 ◽

Vol 32 (2) ◽

pp. 77-79

Author(s):

Johann U. de Villiers

Keyword(s):

Social Security ◽

Asset Allocation ◽

Individual Investors ◽

Present Value ◽

Strategic Asset Allocation ◽

Social Security Benefits ◽

The Impact

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Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (a review)

Financial Analysts Journal ◽

10.2469/faj.v58.n5.2474 ◽

2002 ◽

Vol 58 (5) ◽

pp. 100-101

Author(s):

Mark S. Rzepczynski

Keyword(s):

Portfolio Choice ◽

Asset Allocation ◽

Strategic Asset Allocation

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Interest Rate Uncertainty and Strategic Asset Allocation with Borrowing and Short Sales Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.1344255 ◽

2009 ◽

Author(s):

Carsten Sørensen

Keyword(s):

Interest Rate ◽

Asset Allocation ◽

Short Sales ◽

Strategic Asset Allocation

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Real Estate or Infrastructure? Evidence from Conditional Asset Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.1724839 ◽

2010 ◽

Cited By ~ 4

Author(s):

Tobias Dechant ◽

Konrad Finkenzeller

Keyword(s):

Real Estate ◽

Asset Allocation

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Optimization with Tail-Dependence and Tail Risk: A Copula Based Approach for Strategic Asset Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.942275 ◽

2006 ◽

Author(s):

Francesco Paolo Natale

Keyword(s):

Asset Allocation ◽

Tail Dependence ◽

Tail Risk ◽

Strategic Asset Allocation

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