Realistic Portfolio Allocation Decision-Making For The Small U.S. Retail Investor
This study introduces new domestic mixed-asset and international equity securities that allow for exact portfolio replication even by small U.S. retail investors. Using these new series, various return characteristics are examined. Finally, three sets of mean-variance analyses are conducted: a domes...
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| Veröffentlicht in: | The journal of real estate finance and economics 2005-11, Vol.31 (3), p.319-330 |
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| container_end_page | 330 |
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| container_issue | 3 |
| container_start_page | 319 |
| container_title | The journal of real estate finance and economics |
| container_volume | 31 |
| creator | Seiler, Michael J Seiler, Vicky L |
| description | This study introduces new domestic mixed-asset and international equity securities that allow for exact portfolio replication even by small U.S. retail investors. Using these new series, various return characteristics are examined. Finally, three sets of mean-variance analyses are conducted: a domestic equity sector-only portfolio, a domestic mixed-asset portfolio, and an international mixed-asset portfolio. Real estate warrants inclusion to varying degrees in all three portfolios. International equity inclusion was also demonstrated. [PUBLICATION ABSTRACT] |
| doi_str_mv | 10.1007/s11146-005-2792-4 |
| format | Article |
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| identifier | ISSN: 0895-5638 |
| ispartof | The journal of real estate finance and economics, 2005-11, Vol.31 (3), p.319-330 |
| issn | 0895-5638 1573-045X |
| language | eng |
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| source | SpringerLink Journals - AutoHoldings; EBSCOhost Business Source Complete |
| subjects | Corporate bonds Decision making Empirical tests Equity Financial services Foreign exchange rates Foreign investment Government bonds Hedging Institutional investments Investment policy Investors Kurtosis Location of enterprises Portfolio analysis Portfolio management Real estate Real estate financing Real estate market Retail trade Skewness Stock exchanges Stocks Studies U.S.A |
| title | Realistic Portfolio Allocation Decision-Making For The Small U.S. Retail Investor |
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