The allocation to property in the multi-asset portfolio: the evidence and theory reconsidered
Language: English Series: Journal of Property Research ; 9(1) Spring 1992, 5-32(15)Publication details: 1992Subject(s): Summary: Criticises modern portfolio theory which generally overrates the allocation to property in multi-asset portfolios, tending to a theoretical optimum. It goes on to furnish an alternative based on econometric techniques with a discounted cash flow valuation model.| Item type | Current library | Call number | Copy number | Status | Barcode | |
|---|---|---|---|---|---|---|
| Journal article | London Journal article | ABS46404 (Browse shelf(Opens below)) | 1 | Available | 58072-1001 |
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Criticises modern portfolio theory which generally overrates the allocation to property in multi-asset portfolios, tending to a theoretical optimum. It goes on to furnish an alternative based on econometric techniques with a discounted cash flow valuation model.