Enhanced portfolio optimisation model for real estate investment in HK

Journal of Property Research

Volumn 27, Issue 2, 2010, Pages 147-180

  Hui, Eddie Chi Man ^a   Yu, Carisa K W ^a,b  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b HANG SENG MANAGEMENT COLLEGE   (Hong Kong)

Author keywords

Exponentially weighted moving average (EWMA) technique; Portfolio management; Private domestics; Real estate investment

Indexed keywords

COVARIANCE ANALYSIS; INVESTMENT; NUMERICAL MODEL; OPTIMIZATION; PROPERTY MARKET; VARIANCE ANALYSIS;

CHINA; HONG KONG;

EID: 77958608930     PISSN: 09599916     EISSN: 14664453     Source Type: Journal    
DOI: 10.1080/09599916.2010.500873     Document Type: Article

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