Optimal diversification within multi-asset portfolios using a conditional heteroscedasticity approach: Evidence from the US and the UK

F. Hamelink, M. Giliberto, M. Hoesli, B. MacGregor

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)31-46
Number of pages15
JournalJournal of Real Estate Portfolio Management
Issue number1
Publication statusPublished - 1999

Cite this