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Practical Applications

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Practical Applications of Is There a Real Estate Allocation Puzzle?

Ping Cheng, Zhenguo Lin, Yingchun Liu and Wendy Connett
Practical Applications Spring 2014, 1 (4) DOI: https://doi.org/10.3905/pa.2014.1.4.033
Ping Cheng
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Zhenguo Lin
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Yingchun Liu
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Wendy Connett
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Is There a Real Estate Allocation Puzzle? Ping Cheng Zhenguo Lin Yingchun Liu

Abstract

What is the proper allocation to private real estate in a mixed-asset portfolio? For years, the academic community and industry practitioners have been at odds over this question. The former advises higher allocations, while the latter practices lower.

The authors of Is There a Real Estate Asset Allocation Puzzle? provide a formal model that for the first time extends Modern Portfolio Theory (MPT) to include the complex traits of private real estate. It finds that practitioners have been on the right track!

The article, co-written by Ping Cheng , Zhenguo Lin and Yingchun Liu , appeared in The Journal of Portfolio Management (Special Real Estate Issue) (6th Edition).

In this Practical Applications report, co-author Cheng, Associate Professor of Finance at Florida Atlantic University in Boca Raton, describes the model and explains how institutional investors, portfolio managers and heads of research can use it.

  • The content is made available for your general information and use and is not intended for trading or other specific investment advice purposes or to address your particular requirements. We do not represent or endorse the accuracy or reliability of any advice, opinion, statement, or other information provided any user of this publication. Reliance upon any opinion, advice, statement, or other information shall also be at your own risk. Independent advice should be obtained before making any such decision. Any arrangements made between you and any third party named in this publication are at your sole risk.
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Practical Applications: 1 (4)
Practical Applications
Vol. 1, Issue 4
Spring 2014
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Practical Applications of Is There a Real Estate Allocation Puzzle?
Ping Cheng, Zhenguo Lin, Yingchun Liu
Practical Applications Apr 2014, 1 (4) DOI: 10.3905/pa.2014.1.4.033

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Practical Applications of Is There a Real Estate Allocation Puzzle?
Ping Cheng, Zhenguo Lin, Yingchun Liu
Practical Applications Apr 2014, 1 (4) DOI: 10.3905/pa.2014.1.4.033
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