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Finance / Asset allocation / Diversification / Modern portfolio theory / Portfolio / Drawdown / Hyperbolic absolute risk aversion / Risk parity / Post-modern portfolio theory / Financial economics / Investment / Economics


The Maximum Drawdown as a Risk Measure: the Role of Real Estate in the Optimal Portfolio Revisited
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Document Date: 2004-08-07 13:11:13


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City

Geneva / /

Company

du Pont / Invesment Property Databank / /

Country

Switzerland / United States / United Kingdom / /

/

Facility

University of Aberdeen / University of Geneva / /

IndustryTerm

bullish real estate markets / real estate / foreign real estate returns / real estate securities / foreign real estate investments / real estate series / real estate investments / then real estate / residential real estate / real estate crash / direct real estate / large real estate markets / real estate returns / direct real estate index / real estate imperfections / real estate market / real estate weights / real estate market imperfections / real estate stocks / foreign direct real estate / foreign real estate / real estate holdings / /

MarketIndex

GPR / NCREIF Property / IAZI/CIFI / /

Organization

University of Aberdeen / University of Geneva / Business School / /

Person

Cheng / Liang / Martin Hoesli / /

Position

manager / representative / /

ProvinceOrState

South Dakota / /

Technology

simulation / /

SocialTag