Investing for the Long-Run in European Real Estate. Does Predictability Matter?
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- Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010.
"1/N and long run optimal portfolios: results for mixed asset menus,"
2010-003, Federal Reserve Bank of St. Louis.
- Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010. "1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus," Carlo Alberto Notebooks 190, Collegio Carlo Alberto.
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KeywordsOptimal asset allocation; real estate; predictability; parameter uncertainty;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-03-18 (All new papers)
- NEP-EEC-2006-03-18 (European Economics)
- NEP-FIN-2006-03-18 (Finance)
- NEP-FMK-2006-03-18 (Financial Markets)
- NEP-RMG-2006-03-18 (Risk Management)
- NEP-URE-2006-03-18 (Urban & Real Estate Economics)
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