The Optimal Portfolio Weight for Real Estate with Liquidity Risk and Uncertainty Aversion
Year of publication: |
2010
|
---|---|
Authors: | Bond, Shaun A. |
Other Persons: | Slezak, Steve L. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 4, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1691503 [DOI] |
Classification: | R33 - Nonagricultural and Nonresidential Real Estate Markets ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Factor mimicking portfolios for climate risk
De Nard, Gianluca, (2024)
-
Factor mimicking portfolios for climate risk
De Nard, Gianluca, (2023)
-
Geiger, Peter, (2014)
- More ...
-
IDIOSYNCRATIC RISK PREMIA AND MOMENTUM
Chichernea, Doina C., (2013)
-
Lottery preferences and the idiosyncratic volatility puzzle
Chichernea, Doina C., (2018)
-
An equilibrium model of incentive contracts in the presence of information manipulation
Goldman, Eitan, (2006)
- More ...