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Role de l'immobilier dans la diversification d'un portefeuille : une analyse de la stabilite des conclusions

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Author Info
Hoesli, M.
Abstract

De nombreuses etudes ont mis en evidence le role positif que peuvent jouer les investissements immobiliers dans la diversification d'un portefeuille compose de differentes classes d'actifs. Il a ete montre que pour un investisseur souhaitant s'exposer a peu de risque, la part optimale qui devrait etre allouee a de l'immobilier est de 15-30%. Le but de cet article est d'examiner si cette conclusion est valable quelle que soit la période examinee.

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Publisher Info
Paper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number 2000.22.

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Length: 17 pages
Date of creation: 2000
Date of revision:
Handle: RePEc:fth:ehecge:2000.22

Contact details of provider:
Postal: Suisse; Ecole des Hautes Etudes Commerciales, Universite de Geneve, faculte des SES. 102 Bb. Carl-Vogt CH - 1211 Geneve 4, Suisse
Web page: http://www.hec.unige.ch/
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Related research
Keywords: INVESTISSEMENTS ; MARCHE IMMOBILIER ; RISQUE;

Find related papers by JEL classification:
L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
G30 - Financial Economics - - Corporate Finance and Governance - - - General
G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Investment Policy

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