000 01043cab a2200277 4500
001 ABS46404
008 090401t1992 xxu||||| |||| 00| 0 eng d
035 _a(Sirsi) u58072
041 _aeng
100 _aMacGregor, B.D.
245 4 _aThe allocation to property in the multi-asset portfolio: the evidence and theory reconsidered
260 _c1992
350 _a0
490 _aJournal of Property Research
_v9(1) Spring 1992, 5-32(15)
520 _aCriticises 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.
650 _aASSET ALLOCATION
650 _aHISTORICAL DATA
650 _aMULTI-ASSET PORTFOLIO
650 _aPORTFOLIO MANAGEMENT
650 _aPORTFOLIO THEORY
650 _aRISK
690 _aPROPERTY-PROPERTY FINANCE AND INVESTMENT
700 _aNanthakumaran, N.
942 _n0
948 _c04/03/1997
999 _c35427
_d35427