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Realistic Portfolio Allocation Decision-Making For The Small U.S. Retail Investor

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Author Info
Michael Seiler ()
Vicky Seiler
Abstract

This study introduces new domestic mixed-asset and international equity securities that allow for exact portfolio replication even by small U.S. retail investors. Using these new series, various return characteristics are examined. Finally, three sets of mean-variance analyses are conducted: a domestic equity sector-only portfolio, a domestic mixed-asset portfolio, and an international mixed-asset portfolio. Real estate warrants inclusion to varying degrees in all three portfolios. International equity inclusion was also demonstrated. Copyright Springer Science + Business Media, Inc. 2005

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File URL: http://hdl.handle.net/10.1007/s11146-005-2792-4
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Publisher Info
Article provided by Springer in its journal The Journal of Real Estate Finance and Economics.

Volume (Year): 31 (2005)
Issue (Month): 3 (November)
Pages: 319-330
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:jrefec:v:31:y:2005:i:3:p:319-330

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Web page: http://www.springerlink.com/link.asp?id=102945

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Related research
Keywords: international real estate; portfolio analysis; retail investor;

References listed on IDEAS
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  1. Harvey, Campbell R, 1995. "Predictable Risk and Returns in Emerging Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 8(3), pages 773-816. [Downloadable!] (restricted)
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This page was last updated on 2010-2-7.

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