DocumentCode
2348411
Title
Optimizing the Real Estate Portfolio Decision Model Based on Modern Portfolio Theory
Author
Ruojing Yang
Author_Institution
Zhengzhou Inst. of Aeronaut. Ind. Manage., Zhengzhou, China
fYear
2011
fDate
15-19 April 2011
Firstpage
1232
Lastpage
1235
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/CSO.2011.195
Filename
5957875
Link To Document