Optimal Structure of Real Estate Portfolio Using EVA: A Stochastic Markowitz Model Using Data from Greek Real Estate Market
The purpose of this paper is to examine the issue of portfolio optimization. Optimization consists of minimizing the risk for a given rate of return or achieving a bigger return for a given level of risk. We use historical data from the Bank of Greece to calculate the net return and the standard dev...
| Päätekijät: | , , |
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| Aineistotyyppi: | Artikkeli |
| Kieli: | English |
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MDPI AG
2023-02-01
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| Sarja: | Risks |
| Aiheet: | |
| Linkit: | https://www.mdpi.com/2227-9091/11/2/43 |