Optimal portfolio allocation among REITs, stocks, and long-term bonds : an empirical analysis of US financial markets
Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke
| Year of publication: |
2014
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| Authors: | Bhuyan, Rafiqul ; Kuhle, James L. ; Ikromov, Nuriddin ; Chiemeke, Charles |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 2, p. 104-112
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| Subject: | Mean-Variance Utility | Optimal Portfolio | Risk Aversion | Correlation | REITs | Portfolio-Management | Portfolio selection | Immobilienfonds | Real estate fund | Risikoaversion | Risk aversion | Korrelation | Finanzmarkt | Financial market | USA | United States | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010380907