Optimal portfolio allocation among REITs, stocks, and long-term bonds : an empirical analysis of US financial markets
Year of publication: |
2014
|
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Authors: | Bhuyan, Rafiqul ; Kuhle, James L. ; Ikromov, Nuriddin ; Chiemeke, Charles |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 2, p. 104-112
|
Subject: | Mean-Variance Utility | Optimal Portfolio | Risk Aversion | Correlation | REITs | Immobilienfonds | Real estate fund | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | USA | United States | Theorie | Theory | Finanzmarkt | Financial market | Korrelation |
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