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dc.contributor.authorDrew, ME
dc.contributor.authorWalk, AN
dc.contributor.authorWest, J
dc.date.accessioned2019-07-31T06:01:36Z
dc.date.available2019-07-31T06:01:36Z
dc.date.issued2018
dc.identifier.issn1083-5547
dc.identifier.urihttp://hdl.handle.net/10072/384033
dc.description.abstractWe investigate the performance of allocations to public and private real estate using dynamic retirement portfolio strategies. Our approach frames asset allocation decisions to real estate with the primary objective of maximizing retirement outcomes. The main innovation in this paper is that allocations to listed and unlisted real estate are formally incorporated into a dynamic framework that can be implemented by defined contribution (DC) retirement plans. We demonstrate that the time-variant characteristics of real estate as an asset class can be systematically exploited to improve the risk-return trade-offs in retirement portfolios through the lifecycle of a DC plan member.
dc.description.peerreviewedYes
dc.publisherAmerican Real Estate Society
dc.publisher.urihttps://aresjournals.org/doi/abs/10.5555/1083-5547-24.1.51
dc.relation.ispartofpagefrom51
dc.relation.ispartofpageto64
dc.relation.ispartofissue1
dc.relation.ispartofjournalJournal of Real Estate Portfolio Management
dc.relation.ispartofvolume24
dc.subject.fieldofresearchUrban and regional planning
dc.subject.fieldofresearchcode3304
dc.titleTime variation in the allocation to real estate assets through the life cycle
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.hasfulltextNo Full Text
gro.griffith.authorDrew, Michael E.


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