Real Estate Portfolio Diversification by Sources of Return

1995 ◽  
pp. 99-111
Author(s):  
John E. Williams
Keyword(s):  
Real Estate ◽  
Portfolio Diversification

scholarly journals METHODS FOR COMPARING DIVERSIFICATION STRATEGIES ON THE SWEDISH REAL ESTATE MARKET

2016 ◽  
Vol 20 (1) ◽  
pp. 17-30
Author(s):  
Sigrid KATZLER
Keyword(s):  
Real Estate ◽  
Real Estate Market ◽  
Portfolio Diversification ◽  
Correlation Matrices ◽  
Efficient Frontiers ◽  
Property Type ◽  
Diversification Strategies ◽  
Sharpe Ratios ◽  
Regional Diversification ◽  
Significant Support

This paper compares the effectiveness of different property portfolio diversification strat- egies using five methods; (1) correlation matrices, (2) efficient frontiers, (3) Sharpe ratios, using three different sub methods, (4) coefficients in equations explaining total returns and (5) R-square values in equations explaining total returns. The evaluation methods are applied to both value weighted and equally weighted indices based on Swedish real estate return data. All methods show that, if any, diversifying over property types is a better strategy on the Swedish market than diversifying over re- gions. No test yields significant support for regional diversification. The support for the property type strategy is stronger when using equally weighted indices.

Institutional real estate portfolio diversification in Ireland and the UK

2006 ◽  
Vol 24 (2) ◽  
pp. 136-149 ◽  
Author(s):  
Stanley McGreal ◽  
Alastair Adair ◽  
James N. Berry ◽  
James R. Webb
Keyword(s):  
Real Estate ◽  
Portfolio Diversification ◽  
The Uk

Real Estate Portfolio Diversification by Sources of Return

2002 ◽  
Vol 8 (1) ◽  
pp. 1-15
Author(s):  
Kwame National ◽  
Ser Wee ◽  
Shahid Ebrahim
Keyword(s):  
Real Estate ◽  
Portfolio Diversification
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