Smoothing in property return indices and its effects on diversification and portfolio allocation
Language: English Series: Journal of Real Estate and Construction ; 5(1) July 1995, 27-46(11)Publication details: 1995Subject(s): Summary: 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.| Item type | Current library | Call number | Copy number | Status | Barcode | |
|---|---|---|---|---|---|---|
| Journal article | London Journal article | ABS53416 (Browse shelf(Opens below)) | 1 | Available | 4033-1001 |
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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.