Within Real Estate Diversification and Investment strategies
The efficient portfolios for the period 1993 – 2010 based on IPD data have a major portfolio weight in residential properties in the three largest regions Stockholm, Gothenburg and Malmo. The portfolio with the highest risk adjusted return (measured as the highest Sharpe-ratio) combines a large port...
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| Format: | Others |
| Language: | English |
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KTH, Fastigheter och byggande
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-102297 |