statistics were used to determine the diversification and inflation-hedging potentials of the selected investment assets. This … risk (8.72%) in the investment portfolio. The study further showed that only the direct property investment demonstrated … the existence of both diversification and inflation-hedging potentials. This study concluded that the inclusion of direct …

Optimization: Beyond MPT -- Chapter 8. Backtesting -- Chapter 9. Diversification with Real Estate Stocks -- Chapter 10. Risk …. Diversification with International REITs -- Chapter 6. Black–Litterman Optimization Results -- Chapter 7. Dynamic Portfolio … and predictive return estimation; model backtesting; a complete spectrum of risk assessment and management tools with an …

This paper examines whether unleveraged REITs in Dubai help optimize the risk/return characteristics of a mixed asset … sensitivity testing. Furthermore, the conclusions find that leveraging the REIT produced increased risk without providing risk …

. Previous studies have shown the diversification benefits of real estate investment for stock portfolio. This paper aims to … examine whether the real estate funds can provide diversification benefits for stock investors. The data for stock return and … diversification benefit in term of hedge or safe haven for real estate fund in Thailand. However, the average beta of real estate fund …

Diversification benefits are shown to vary inversely with the correlation between asset returns. The present study … diversified real estate fund in the Netherlands. It is found that diversification benefits within the United States are much …