The Maximum Drawdown as a Risk Measure: The Role of Real Estate in the Optimal Portfolio Revisited
Year of publication: |
2003-06-01
|
---|---|
Authors: | Hamelink, Foort ; Hoesli, Martin |
Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
Subject: | Risikomanagement | risk management | Risikomaß | Diversifikation | Diversification gains | Unbewegliche Sache | real estate valuation |
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