Market frictions effect on optimal real estate allocation in a multi-asset portfolio : A study of the Swedish market
The weight of real estate in a multi-asset portfolio is a highly discussed matter and the main purpose for every investor is to reach an optimal diversification. The aim of the thesis is to apply a new allocation model, which considers market imperfections characterized by real estate. The most know...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
KTH, Fastigheter och byggande
2017
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-211196 |