Keywords: Portfolio optimisation
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Journal Articles
Journal of European Real Estate Research (2013) 6 (2): 139–162.
Published: 02 August 2013
... reflecting on the extent of co‐integration between asset classes and across jurisdictions during a period of extreme financial and economic distress. Direct property investment Listed real estate Securitised real estate REITs Portfolio optimisation Multi‐asset portfolio Data disaggregation Granger...

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