Time Weighted Portfolio Optimisation
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References listed on IDEAS
- Stephen Lee, 1998. "The Inter-Temporal Stability of Real Estate Returns: An Empirical Investigation," ERES eres1998_141, European Real Estate Society (ERES).
- Brailsford, Timothy J. & Faff, Robert W., 1996. "An evaluation of volatility forecasting techniques," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 419-438, April.
- Colin Lizieri & Charles Ward, 2000. "Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence," Real Estate & Planning Working Papers rep-wp2000-01, Henley Business School, University of Reading.
- repec:arz:wpaper:eres1998-141 is not listed on IDEAS
- Stephen Lee & Simon Stevenson, 2000. "Real Estate Portfolio Construction And Estimation Risk," ERES eres2000_070, European Real Estate Society (ERES).
- Akgiray, Vedat, 1989. "Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts," The Journal of Business, University of Chicago Press, vol. 62(1), pages 55-80, January.
- Satchell, Stephen & Knight, John, 2000. "Return Distributions in Finance," Elsevier Monographs, Elsevier, edition 1, number 9780750647519.
- Jobson, J D & Korkie, Bob M, 1981. "Performance Hypothesis Testing with the Sharpe and Treynor Measures," Journal of Finance, American Finance Association, vol. 36(4), pages 889-908, September.
- David Walsh & Glenn Yu-Gen Tsou, 1998. "Forecasting index volatility: sampling interval and non-trading effects," Applied Financial Economics, Taylor & Francis Journals, vol. 8(5), pages 477-485.
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JEL classification:
- R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location
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