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分享 我读REAL ESTATE FINANCE AND INVESTMENTS　第二十二章　房地产投资业绩与资产组合问题 ...
cyh 2013-1-25 12:23
Real Estate Investment Performance and Portfolio Considerations This chapter introduces the measurement of investment performance and the basic elements of portfolio theory. We will also deal with the question of whether real estate investments tend to provide diversification benefits to portfolios that have traditionally consisted of government securities, common stocks, and corporate bonds. We stress that the nature of real estate investment return data is very limited and may not be representative of a broad measure of real estate returns. Further, some of the data are based on a group of properties owned by investment advisors. In this case, an index is calculated on reported net operating income and appraised property values with very few actual transaction prices. Results from the portfolio simulations to be conducted and reported in the last part of the chapter indicate that there appeared to be significant gains available from portfolio diversification into real estate during the period 1985–2009 based on these limited data sets. In all simulations, real estate increased portfolio efficiency. Of course, these results are based on historical data from a limited sample of real estate investments and may not be indicative of future results or apply generally to all real estate investments.
个人分类: 房地产|47 次阅读|0 个评论
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