Journal Title
Title of Journal: J Real Estate Finan Econ
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Abbravation: The Journal of Real Estate Finance and Economics
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Publisher
Kluwer Academic Publishers
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Authors: Michael J Seiler Vicky L Seiler
Publish Date: 2005/09/14
Volume: 31, Issue: 3, Pages: 319-330
Abstract
This study introduces new domestic mixedasset and international equity securities that allow for exact portfolio replication even by small US retail investors Using these new series various return characteristics are examined Finally three sets of meanvariance analyses are conducted a domestic equity sectoronly portfolio a domestic mixedasset portfolio and an international mixedasset portfolio Real estate warrants inclusion to varying degrees in all three portfolios International equity inclusion was also demonstrated
Keywords:
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