Optimal Diversification within Mixed-Asset Portfolios using a Conditional Heteroskedasticity Approach: Evidence from the U.S. and the U.K.
Giliberto, Michael, Hamelink, Foort, Hoesli, Martin, MacGregor, BryanVolume:
5
Journal:
Journal of Real Estate Portfolio Management
DOI:
10.1080/10835547.1999.12089565
Date:
January, 1999
File:
PDF, 816 KB
1999