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Journal of Real Estate Portfolio Management Volume 5, 1999 - Issue 1
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Research Articles

Optimal Diversification within Mixed-Asset Portfolios using a Conditional Heteroskedasticity Approach: Evidence from the U.S. and the U.K.

Michael GilibertoJ. P. Morgan Investment Management, New York, NY
,
Foort HamelinkTilburg University, Department of Finance, The Netherlands and Institut Universitaire de Hautes Etudes Internationales (HEI), Geneva, Switzerland
,
Martin HoesliUniversity of Geneva, CH-1211 Geneva 4, Switzerland and University of Aberdeen, Department of Accountancy, Scotland, U.K
&
Bryan MacGregor University of Aberdeen, Center for Property Research, St Mary's, King's College, Scotland, UK
Pages 31-45 | Published online: 18 Jun 2020

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