Maximum drawdown and the allocation to real estate

Journal of Property Research

Volumn 21, Issue 1, 2004, Pages 5-29

  Hamelink, Foort ^a   Hoesli, Martin ^b,c  

^a FAME   (Switzerland)

^b UNIVERSITY OF GENEVA   (Switzerland)

^c UNIVERSITY OF ABERDEEN   (United Kingdom)

Author keywords

Downside risk; Maximum drawdown; Portfolio diversification; Real estate

Indexed keywords

HOUSING MARKET; INVESTMENT; PROPERTY MARKET;

CENTRAL EUROPE; EURASIA; EUROPE; SWITZERLAND;

EID: 4444221437     PISSN: 09599916     EISSN: None     Source Type: Journal    
DOI: 10.1080/0959991042000217903     Document Type: Article

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