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Displaying 1 - 2 of 2
The Importance of Parameter Estimates for Stock-REIT-Bond Optimal Asset Allocation
MSc of Finance Project-Simon Fraser University
Author: Lin, Lisa, Author: Lo, Jonathan
Date created: 2012-08
The Diversification Effects Of The Inclusion Of Real Estate Assets In A Canadian Investment Portfolio: A 2010 To 2018 Perspective
MscFin Project-Simon Fraser University
Author: Pierre Vachichin
Date created: 2019-08

Date created

Resource type

  • Graduating extended essay / Research project (2)

Collection

  • Beedie School of Business: Segal Graduate School Final Projects (2)

Scholarly level

  • Graduate student (Masters) (2)

Author

  • Lin, Lisa (1)
  • Lo, Jonathan (1)
  • Pierre Vachichin (1)

Thesis Advisor

Peer reviewed?

  • No (2)

Keywords

  • (-) Real Estate Investment Trusts (REITs) (2)
  • Asset allocation (1)
  • Correlation (1)
  • Diversification (1)
  • Forward-looking parameter estimates (1)
  • Investment portfolio (1)
  • Investments (1)
  • Mean-variance optimization (1)
  • Minimum-Variance Portfolio (Efficient Frontier) (1)
  • Optimal portfolio (1)
  • Regression analysis (1)
  • Sharpe ratio (1)
  • real estate mutual fund trust (1)

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