This study investigates the short term inflation hedging characteristics of U.K. real estate compared to other U.K. investments.

In this paper, cluser analytic techniques are used to examine dimentions of diversification in UK commercial real estate markets.

In this paper portfolio allocation strategies based onn a recently developed autoregressive conditional heteroscedasticity model (QTARCH) are constructed for the US and the UK and compared with strategies relying on the conventional Markowitz approach.