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美国林地和农田最优投资组合的风险与收益评估

Q2 Economics, Econometrics and Finance
Journal of Real Estate Portfolio Management Pub Date : 2019-01-01 DOI:10.1080/10835547.2019.12090026
Weiyi Zhang, B. Mei
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引用次数: 5

摘要

执行概要。利用2000年第一季度至2016年第四季度美国南部林地的综合回报和NCREIF农作物数据，我们在平均条件值下构建了有效边界。
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Assessing the Risk and Return of Optimal Portfolios of U.S. Timberland and Farmland
Executive Summary. Using synthetic returns for timberland in the U.S. South and NCREIF data for farm crops from 2000:Q1 to 2016:Q4, we build efficient frontiers under the mean-conditional value-at-...
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来源期刊
Journal of Real Estate Portfolio Management
Journal of Real Estate Portfolio Management Economics, Econometrics and Finance-Economics, Econometrics and Finance (miscellaneous)
自引率
0.00%
发文量
13
期刊介绍： The Journal of Real Estate Portfolio Management (JREPM) is a publication of the American Real Estate Society (ARES). Its purpose is to disseminate applied research on real estate investment and portfolio management.
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