Petropoulos, Theofanis; Liapis, Konstantinos; … - In: Risks : open access journal 11 (2023) 2, pp. 1-19
risk for a given rate of return or achieving a bigger return for a given level of risk. We use historical data from the … estate market. We observe the maximization of EVA and the expected return maximizing concurrently, but the minimizing risk of … EVA is diversified with the minimization of portfolio risk. We observe that the max weight that a residential asset takes …
