Abstract
Many large institutional investors invest in direct property, and many more in listed property securities. This sector has consistently defied quantitative analysis, so traditional investment practices have tended to dominate. Property is usually included in investment portfolios as a means of diversification, and because it is often seen as being linked fairly closely to economic growth. Most property portfolios are confined to the domestic market, with international property portfolios rarely seen.
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© 2002 Frances Cowell
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Cowell, F. (2002). Property Portfolios. In: Practical Quantitative Investment Management with Derivatives. Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9780230501874_13
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DOI: https://doi.org/10.1057/9780230501874_13
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-42528-0
Online ISBN: 978-0-230-50187-4
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