Essays about: "Mixed-asset portfolio"

Showing result 6 - 10 of 10 essays containing the words Mixed-asset portfolio.

  1. 6. Market frictions effect on optimal real estate allocation in a multi-asset portfolio : A study of the Swedish market

    University essay from KTH/Fastigheter och byggande

    Author : Fabian Malm; Emil Javelius; [2017]
    Keywords : Mixed-asset portfolio; market frictions; market imperfections; real estate allocation; optimal allocation.; Marknadsimperfektioner; portföljteori; optimal allokering; fastighets allokering;

    Abstract : The weight of real estate in a multi-asset portfolio is a highly discussed matter and the main purpose for every investor is to reach an optimal diversification. The aim of the thesis is to apply a new allocation model, which considers market imperfections characterized by real estate. READ MORE

  3. 7. Mixed-Asset Portfolio Optimization with Private and Public Hotel Real Estate

    University essay from KTH/Fastigheter och byggande

    Author : Kwamie Williams; James Wippel; [2013]
    Keywords : Mixed-asset portfolio; modern portfolio theory; hotel; real estate; property; REIT;

    Abstract : There has been a renewed interest by international institutional investors in the US hotel property market and increased interest in Real Estate Investment Trusts. One challenge these investors face is if it is feasible to simultaneously invest in a specific property type, both privately and publicly. READ MORE

  4. 8. Direct and Indirect Real Estate in a Mixed-asset Portfolio  : Is direct or indirect preferable

    University essay from KTH/Fastigheter och byggande

    Author : Johan Falk; [2012]
    Keywords : Modern portfolio theory; Mixed-asset portfolio; Diversification benefits;

    Abstract : Studies carried out during the 2000’s have shown that securitized real estate has outperformed the direct real estate market with as much as up to 500 basis points on an annual basis during the 80’s and 90’s. Allocation to real estate among institutional investors has at the same time been at around 5%. READ MORE

  5. 9. Jord i portföljen : jordbruksmark som en del av en investeringsportfölj

    University essay from SLU/Dept. of Economics

    Author : Viktor Danielsson; [2011]
    Keywords : ekonomi; åkermark; riskkapital; portfölj; investering;

    Abstract : People who invest capital in promising projects as a profession are called venture capitalists. They are constantly looking for new investment opportunities. Recently, media have observed a growing interest in forest land as capital investment. READ MORE

  6. 10. The globalization of real estate markets : Effects on efficiency and liquidity by an introduction of REITs in Sweden

    University essay from Företagsekonomiska institutionen

    Author : Alexander Ekbom; Petter Sandberg; [2005]
    Keywords : ;

    Abstract : During the last decades, the features of capital markets have changed significantly where an increased globalization has led the creation of a more integrated and global market. Likewise, property investment has changed significantly with an enlarged integration with other investment classes and a broader and more international market for investments. READ MORE