Rule-Based Asset Allocation Strategies in Real Estate Portfolios

2003 ◽  
Keyword(s):  
Real Estate ◽  
Asset Allocation ◽  
Rule Based ◽  
Allocation Strategies

Reverse Mean-Variance Optimization for Real Estate Asset Allocation Parameters

1995 ◽  
Vol 1995 (3) ◽  
pp. 61-64, 70 ◽  
Author(s):  
Paul D. Kaplan
Keyword(s):  
Real Estate ◽  
Asset Allocation ◽  
Mean Variance

Evaluating the Performance of Asset Allocation Strategies

1990 ◽  
Vol 1990 (1) ◽  
pp. 50-57 ◽  
Author(s):  
Roy D. Henriksson
Keyword(s):  
Asset Allocation ◽  
Allocation Strategies

Real Estate or Infrastructure? Evidence from Conditional Asset Allocation

2010 ◽  
Author(s):  
Tobias Dechant ◽  
Konrad Finkenzeller
Keyword(s):  
Real Estate ◽  
Asset Allocation

Asset Allocation Strategies: Enhanced by Micro-Blog

2019 ◽  
Author(s):  
Zryan Sadik ◽  
Gautam Mitra ◽  
Shradha Berry
Keyword(s):  
Asset Allocation ◽  
Allocation Strategies

Asset Allocation Strategies and Commodities

2018 ◽  
Author(s):  
Claudio Boido
Keyword(s):  
Asset Allocation ◽  
Asset Management ◽  
Central Banking ◽  
Fixed Income ◽  
Fixed Income Securities ◽  
Asset Classes ◽  
Alternative Beta ◽  
Asset Managers ◽  
Selection Of ◽  
Allocation Strategies

As a result of the financial crisis of 2007–2008 and subsequent central banking decisions, the asset management industry changed its asset allocation choices. Asset managers are focusing their attention on the search for new asset classes by taking advantage of the new opportunities to capture risk premia with the aim of exceeding the returns given by traditional investments, including traded equities, fixed income securities, and cash. By doing so, they are trying to improve the selection of alternative assets, such as commodities that sometimes have relatively low correlations with traditional assets. The chapter begins by describing the principles of asset allocation, distinguishing between passive and active asset allocation, also focusing on beta and alternative beta. It then concentrates on how investors can gain exposure to commodities through different investment vehicles and strategies.

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