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

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	31-46
Number of pages	15
Journal	Journal of Real Estate Portfolio Management
Volume	5
Issue number	1
Publication status	Published - 1999

Cite this

@article{3e8962e0554545038c0453ab007d867d,

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

author = "F. Hamelink and M. Giliberto and M. Hoesli and B. MacGregor",

note = "Pagination: 15",

year = "1999",

language = "English",

volume = "5",

pages = "31--46",

journal = "Journal of Real Estate Portfolio Management",

issn = "1083-5547",

publisher = "Taylor and Francis Ltd.",

number = "1",

}

TY - JOUR

T1 - Optimal diversification within multi-asset portfolios using a conditional heteroscedasticity approach

T2 - Evidence from the US and the UK

AU - Hamelink, F.

AU - Giliberto, M.

AU - Hoesli, M.

AU - MacGregor, B.

N1 - Pagination: 15

PY - 1999

Y1 - 1999

M3 - Article

SN - 1083-5547

VL - 5

SP - 31

EP - 46

JO - Journal of Real Estate Portfolio Management

JF - Journal of Real Estate Portfolio Management

IS - 1

ER -