Zoekresultaten

Zoekopdracht: faculteit: "FdG" en publicatiejaar: "2008"

AuteurA. Amoruso
Titel“Role of REITs in Mixed – Asset Portfolios”
BegeleiderE. Giambona
Jaar2008
FaculteitFaculteit der Geneeskunde (AMC-UvA)
SamenvattingIn my thesis I analyze the role played by Real Estate Investment Trusts (REITs) worldwide. I investigate the optimal percentages to be invested in mixed - asset diversified portfolios, basing my analysis on the Sharpe Model (Capital Asset Pricing Model or CAPM). Through the analysis of return - risk distributions, correlations and optimal portfolios, I quantify the optimal amounts that should be invested in REITs both in nationally and internationally diversified portfolios. I conclude the thesis with the study of real estate-only portfolios. I find that geographic diversification of REITs-only portfolios brings benefits in terms of average higher returns and lower risks. I would like to thank the professor Erasmo Giambona for supervising my final thesis.
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