International real estate /

This study re-examines the potential role that direct real estate can play in institutional mixed-asset portfolios. The paper examines the statistical improvement in performance that can result from the inclusion of real estate in an international mixed asset portfolio, using both in-sample and out-...

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Détails bibliographiques
Cote:Libro Electrónico
Autres auteurs: Sing, Tien Foo, Ong, S. E. (Seow Eng)
Format: Électronique eBook
Langue:Inglés
Publié: [Bradford, England] : Emerald Group Pub., 2004.
Collection:Journal of property investment & finance ; v. 22, no. 1.
Sujets:
Real property > Asia.
Real property > Singapore.
Real property > Indonesia.
Real property > China > Hong Kong.
Housing > Asia.
Housing > Korea.
Biens réels > Asie.
Biens réels > Singapour.
Biens réels > Indonésie.
Biens réels > Chine > Hongkong.
BUSINESS & ECONOMICS > Investments & Securities > Real Estate.
Housing
Real property
Asia
China > Hong Kong
Indonesia
Korea
Singapore
Andre fag (naturvidenskab og teknik) > Andre fag
Accès en ligne:Texto completo
Description
Résumé:This study re-examines the potential role that direct real estate can play in institutional mixed-asset portfolios. The paper examines the statistical improvement in performance that can result from the inclusion of real estate in an international mixed asset portfolio, using both in-sample and out-of-sample data. Using US real estate data the results provide evidence that in most cases real estate does not lead to a significant improvement in portfolio performance in sample. However, out-of-sample tests indicate that the asset does provide a valuable diversification asset, with significant im.
Description matérielle:1 online resource (138 pages) : illustrations
Bibliographie:Includes bibliographical references.
ISBN:1845443853
9781845443856

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