Portfoliooptimierung: Korrelationen von Immobilien mit anderen Maerkten und Assetklassen: Effiziente Portfoliodiversifikation unter Beruecksichtigung von Downside-Risiken

Translated title of the contribution: Portfolio optimization: Correlations of real estate with other markets and asset classes: Efficient portfolio diversification taking into account downside risks

Kay Benk, Lars Helge Hass, Lutz Johanning, Bernd Rudolph, Denis Schweizer

Research output: Chapter in Book/Report/Conference proceedingChapter

Translated title of the contributionPortfolio optimization: Correlations of real estate with other markets and asset classes: Efficient portfolio diversification taking into account downside risks
Original languageGerman
Title of host publicationPraxishandbuch Immobilienmarktrisiken
EditorsKarsten Junius, Daniel Piazolo
Publication statusPublished - 30 Sep 2009

Keywords

  • portfolio optimization
  • real estate

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