Value-weighting and the variability of real estate returns : implications for portfolio construction and performance evaluation
Language: English Series: Journal of Property Research ; 10(3) Winter 1993, 167-183(9)Publication details: 1993Subject(s): Summary: Investigates the impact of value-weighting on risk reduction. It shows that the perceived reduction in risk by having a large number of properties may be false if a portfolio has an uneven distribution of asset values.| Item type | Current library | Call number | Copy number | Status | Barcode | |
|---|---|---|---|---|---|---|
| Journal article | London Journal article | ABS49934 (Browse shelf(Opens below)) | 1 | Available | 73382-1001 |
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Investigates the impact of value-weighting on risk reduction. It shows that the perceived reduction in risk by having a large number of properties may be false if a portfolio has an uneven distribution of asset values.