Essays about: "Mathilda Keino"

Found 1 essay containing the words Mathilda Keino.

  1. 1. Does real estate deliver diversification when needed the most? - A dynamic conditional correlation study of REITs in a mixed-asset portfolio

    University essay from Göteborgs universitet/Graduate School

    Author : Mathilda Keino; Malin Svensson; [2017-07-26]
    Keywords : REIT; Real Estate Investment Trusts; DCC-GARCH; dynamic conditional correlation; diversification; portfolio theory;

    Abstract : Real estate has traditionally been favored in a mixed-asset portfolio due to its risk-return characteristics and diversification benefits. The recent global financial crisis challenged this perception of advantages attributed to real estate. READ MORE