Optimal structure of real estate portfolio using EVA : a stochastic Markowitz model using data from Greek real estate market
Year of publication: |
2023
|
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Authors: | Petropoulos, Theofanis ; Liapis, Konstantinos ; Thalassinos, Eleftherios |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 2, Art.-No. 43, p. 1-19
|
Subject: | real estate risk models | mathematical risk models | finance | decision making | optimum risk | Portfolio-Management | Portfolio selection | Immobilienmarkt | Real estate market | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Immobilienfonds | Real estate fund | Finanzmathematik | Mathematical finance | Risikomaß | Risk measure |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks1102004 [DOI] 10.3390/risks11020043 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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