{"title":"Assessing the Risk and Return of Optimal Portfolios of U.S. Timberland and Farmland","authors":"Weiyi Zhang, B. Mei","doi":"10.1080/10835547.2019.12090026","DOIUrl":null,"url":null,"abstract":"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-...","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2019-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/10835547.2019.12090026","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Real Estate Portfolio Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/10835547.2019.12090026","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"Economics, Econometrics and Finance","Score":null,"Total":0}
引用次数: 5
Abstract
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-...
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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