Title :
Optimizing the Real Estate Portfolio Decision Model Based on Modern Portfolio Theory
Author_Institution :
Zhengzhou Inst. of Aeronaut. Ind. Manage., Zhengzhou, China
Abstract :
Modern Investment Portfolio Theory, having been applied into real estate abroad, can disperse risks and stabilize returns. The paper establishes an objective decision model of Real Estate Investment portfolio by introducing risk coefficient . Furthermore, the author decompounds the total risks into systemic risk and non-systemic risk, deepens the model by using the non-dispersible coefficient β on the basis of the model.
Keywords :
investment; optimisation; risk management; investment portfolio theory; modern portfolio theory; non dispersible coefficient; non-systemic risk; real estate abroad; real estate investment portfolio; real estate portfolio decision model optimisation; risk coefficient; Data models; Economics; Investments; Optimization; Portfolios; Programming; Resource management; Real Estate Investment; modern investment portfolio theory; returns; risks;
Conference_Titel :
Computational Sciences and Optimization (CSO), 2011 Fourth International Joint Conference on
Conference_Location :
Yunnan
Print_ISBN :
978-1-4244-9712-6
Electronic_ISBN :
978-0-7695-4335-2
DOI :
10.1109/CSO.2011.195
