Real estate investment : market volatility and optimal holding period under risk aversion
Year of publication: |
November 2016
|
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Authors: | Amédée-Manesme, Charles-Olivier ; Barthélémy, Fabrice ; Prigent, Jean-Luc |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 543-555
|
Subject: | Real estate portfolio | Optimal holding period | Risk aversion | Real estate market volatility | Immobilienmarkt | Real estate market | Risikoaversion | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | Risiko | Risk | Immobilien | Real estate | Immobilienfonds | Real estate fund |
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