Essays about: "Oscar Holgersson"

Found 1 essay containing the words Oscar Holgersson.

  1. 1. What is the Optimal Allocation Level to Real Estate in a Swedish Mixed-Asset Portfolio Including both Direct and Indirect Real Estate?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Oscar Holgersson; Jacob Tingnell; [2020]
    Keywords : Capital Asset Pricing Model; Direct Real Estate; Hedonic Model; Mean-Variance Optimization; Mixed-Asset Portfolio;

    Abstract : We use mean-variance analysis to examine the optimal allocation to real estate for institutional investors investing in Swedish assets and whether direct real estate provides diversification benefits to a mixed-asset portfolio. The study takes the perspective of institutional investors interested in dividing the real estate asset class into the two asset categories direct real estate and indirect real estate. READ MORE