Analysis of portfolio diversification between REIT assets (Q2349613)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Analysis of portfolio diversification between REIT assets |
scientific article |
Statements
Analysis of portfolio diversification between REIT assets (English)
0 references
17 June 2015
0 references
REIT
0 references
cointegration
0 references
short-run and long-run portfolio analysis
0 references
mean-variance frontiers
0 references