Investing in Mixed Asset Portfolios: the Ex-Post Performance
Year of publication: |
2007-11
|
---|---|
Authors: | Fugazza, Carolina ; Guidolin, Massimo ; Nicodano, Giovanna |
Institutions: | Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto |
Subject: | optimal asset allocation | real estate | parameter uncertainty | out-of-sample performance |
-
Investing for the Long-Run in European Real Estate. Does Predictability Matter?
Fugazza, Carolina, (2005)
-
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value
Fugazza, Carolina, (2009)
-
1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus
Fugazza, Carolina, (2010)
- More ...
-
Investing for the Long-Run in European Real Estate. Does Predictability Matter?
Fugazza, Carolina, (2005)
-
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value
Fugazza, Carolina, (2009)
-
International Diversification and Labor Income Risk
Fugazza, Carolina, (2007)
- More ...