Property portfolio allocation: A multi-factor model

Land Development Studies

Volumn 4, Issue 2, 1987, Pages 145-156

  Blundell, G F ^a   Ward, C W R ^b  

^a Jones Lang Wootton ^*  (United Kingdom)

^b UNIVERSITY OF STIRLING   (United Kingdom)

Author keywords

Asset allocation risk; Multi factor; Portfolio; Property

Indexed keywords

EID: 0001564888     PISSN: 02640821     EISSN: None     Source Type: Journal    
DOI: 10.1080/02640828708723929     Document Type: Article

References (8)

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3. Brown, G. (1985) The information content of property valuations, Journal of Valuation 3 (4) 350-62.
4. Markowitz, H. (1952) Portfolio Selection, Journal of Finance 7 (1) March, 77-91.
5. Ross, S.A. (1976) The Arbitrage theory of capital asset pricing, Journal of Economic Theory December, 343-62.
6. Sharpe, W.E.F. (1964) Capital asset prices: A theory of market equilibrium under conditions of risk, Journal of Finance 19 (3) September, 425-42.
7. Ross, S.A. and Roll, R. (1984) The Arbitrage pricing theory approach to strategic portfolio planning, Financial Analysts Journal 39 (3) May/June, 14-26.
8. Tinic, S.M. and West, R.R. (1984) Risk and return: January vs. the rest of the year, Journal of Financial Economics 13 (4) 547-59.