Purpose –Aims to test to determine whether the selection of the historical return time interval (monthly, quarterly, semiannual, or annual) used for calculating real estate investment trust (REIT) returns has a significant effect on optimal portfolio allocations Design/methodology/approach -...

Purpose – Aims to test to determine whether the selection of the historical return time interval (monthly, quarterly, semiannual, or annual) used for calculating real estate investment trust (REIT) returns has a significant effect on optimal portfolio allocations. Design/methodology/approach...

Purpose – The purpose of this paper is to describe some optimization exercises which have proved to be very useful for introducing students to Markowitz‐style mean‐varience optimization. Design/methodology/approach – This paper describes two exercises that walk students through the...