... is to highlight the development of Saudi REITs and empirically assess their performance over the period from December 2018 to December 2023. Design/methodology/approach Using monthly total returns in local currency (SAR), the risk-adjusted performance and portfolio diversification attributes of Saudi REITs...

... returns Portfolio diversification Real estate Office REITs Asset allocation Over the years, several nations have adopted the real estate investment trust (REIT) route of ownership of real estate assets. Particularly developed nations like the United States of America have gathered substantial...

... and portfolio diversification potential of Mexico REITs over April 2011–December 2019 were assessed. A constrained mean-variance portfolio optimisation framework was used to develop a three-asset portfolio scenario using the historical returns, risk and correlation of Mexico REITs and the other two major...

... exposure to recent e-commerce trends. This paper aims to assess the investment performance of I&L REITs by assessing the significance, risk-adjusted performance and portfolio diversification benefits of I&L REITs in the Pacific Rim region from July 2011 to December 2018. The strategic property...

... for REITs and property investment funds in Indonesia. The purpose of this paper is to assess the dynamics of risk-adjusted performances and portfolio diversification benefits of listed PCs in a mixed-asset portfolio context in Indonesia, from July 2006 to December 2018. The sub-periods of pre-global...

.../approach Using monthly total returns in local currency, the risk-adjusted performance and portfolio diversification attributes of Irish REITs are assessed. The mean-variance framework is utilised to assess the potential added-value benefits of Irish REITs in a mixed-asset portfolio. Findings Irish...

... Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Portfolio diversification Empirical study Foreign real estate investment Real estate investment Real estate risk management Real estate asset allocation The diversification of real estate...

... the 3rd largest REIT market in Europe, offering access to important Iberian and European property assets, with the added benefits of transparency, governance and liquidity. The purpose of this paper is to assess the significance, risk-adjusted performance and portfolio diversification benefits of Spanish...

...-focused German listed property companies and the popular German open-ended property funds. The purpose of this paper is to assess the emergence of the German REIT market and the risk-adjusted performance and portfolio diversification benefits of German REITs in a mixed-asset portfolio over 2007-2015...

... and portfolio diversification benefits of S-REITs in a mixed-asset portfolio context in Singapore over 2003-2013. The post-GFC recovery of S-REITs is also assessed. Design/methodology/approach – Using monthly total returns, the risk-adjusted performance and portfolio diversification benefits of S-REITs...

... the significance, risk‐adjusted performance and portfolio diversification benefits of SIICs in a mixed‐asset portfolio context in France over 2003‐2012. The impact of the global financial crisis (GFC) on SIICs and their post‐GFC recovery are also assessed. Design/methodology/approach Using monthly total...