Smoothing in property return indices and its effects on diversification and portfolio allocation
Wang, P.
Smoothing in property return indices and its effects on diversification and portfolio allocation - 1995 - Journal of Real Estate and Construction 5(1) July 1995, 27-46(11) .
Analyses the effects of `smoothing` in property return indices on Portfolio allocation. Using IPD Monthly Index and JLW Quarterly Index as a data source, the author concludes that any analysis ignoring `smoothing` is misleading, particularly when the property market has a downward trend.
IPD MONTHLY INDEX
JONES LANG WOOTTON QUARTERLY INDEX
PORTFOLIO ALLOCATION
PROPERTY INDICES
PROPERTY INVESTMENT
Smoothing in property return indices and its effects on diversification and portfolio allocation - 1995 - Journal of Real Estate and Construction 5(1) July 1995, 27-46(11) .
Analyses the effects of `smoothing` in property return indices on Portfolio allocation. Using IPD Monthly Index and JLW Quarterly Index as a data source, the author concludes that any analysis ignoring `smoothing` is misleading, particularly when the property market has a downward trend.
IPD MONTHLY INDEX
JONES LANG WOOTTON QUARTERLY INDEX
PORTFOLIO ALLOCATION
PROPERTY INDICES
PROPERTY INVESTMENT