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Annuitization and asset allocation with borrowing constraint
Operations Research Letters
◽
10.1016/j.orl.2020.06.007
◽
2020
◽
Vol 48
(5)
◽
pp. 549-551
Author(s):
Jin Gi Kim
◽
Bong-Gyu Jang
◽
Seyoung Park
Keyword(s):
Asset Allocation
◽
Borrowing Constraint
Download Full-text
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10.15396/eres2003_183
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2003
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Keyword(s):
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Asset Allocation
◽
Rule Based
◽
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The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios
Proceedings of the 20th Annual European Real Estate Society Conference - Vienna, Austria
◽
10.15396/eres2013_294
◽
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◽
Cited By ~ 1
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◽
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Strategic asset allocation for institutional investors and real estate
Proceedings of the 20th Annual European Real Estate Society Conference - Vienna, Austria
◽
10.15396/eres2013_ind_106
◽
2013
◽
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Real Estate
◽
Asset Allocation
◽
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◽
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EFFICIENT REAL ESTATE ASSET ALLOCATION - DO SECTOR-SPECIFC REITS OUTPERFORM DIVERSIFIED REITS?
10.15396/eres2006_286
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Effects of Solvency II on Asset Allocation
Proceedings of the 21st Annual European Real Estate Society Conference
◽
10.15396/eres2014_84
◽
2014
◽
Cited By ~ 1
Keyword(s):
Asset Allocation
◽
Solvency Ii
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Turkish REICs or REDCs: Analysis of the effect of asset allocation on Return
10.15396/eres2012_252
◽
2012
◽
Keyword(s):
Asset Allocation
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Adaptive Asset Allocation
CFA Magazine
◽
10.2469/cfm.v22.n6.10
◽
2011
◽
Vol 22
(6)
◽
pp. 47-49
Author(s):
Susan Trammell
Keyword(s):
Asset Allocation
Download Full-text
The Changing Nature and Role of Tactical Asset Allocation
CFA Institute Conference Proceedings Quarterly
◽
10.2469/cp.v24.n4.4943
◽
2007
◽
Vol 24
(4)
◽
pp. 74-82
Author(s):
Max Darnell
Keyword(s):
Asset Allocation
◽
Tactical Asset Allocation
Download Full-text
Asset Allocation for Family Groups
AIMR Conference Proceedings
◽
10.2469/cp.v2001.n4.3106
◽
2001
◽
Vol 2001
(4)
◽
pp. 4-10
◽
Cited By ~ 1
Author(s):
James E. Hughes
Keyword(s):
Asset Allocation
◽
Family Groups
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Reverse Mean-Variance Optimization for Real Estate Asset Allocation Parameters
AIMR Conference Proceedings
◽
10.2469/cp.v1995.n3.11
◽
1995
◽
Vol 1995
(3)
◽
pp. 61-64, 70
◽
Cited By ~ 2
Author(s):
Paul D. Kaplan
Keyword(s):
Real Estate
◽
Asset Allocation
◽
Mean Variance
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