Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation

Alberto Plazzi; Walter Torous; Rossen Valkanov

doi:10.3905/jpm.2011.37.5.039

Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation

Alberto Plazzi, Walter Torous and Rossen Valkanov

The Journal of Portfolio Management Special Real Estate Issue 2011, 37 (5) 39-50; DOI: https://doi.org/10.3905/jpm.2011.37.5.039

Alberto Plazzi

is an assistant professor of finance and a Swiss Finance Institute Junior Chair at the University of Lugano in Switzerland.

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For correspondence: alberto.plazzi@usi.ch

Walter Torous

is the Lee and Seymour Graff Professor of Finance at the UCLA Anderson School of Management in Los Angeles, CA.

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For correspondence: walter.n.torous@anderson.ucla.edu

Rossen Valkanov

is a professor of finance at the UCSD Rady School of Management in San Diego, CA.

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For correspondence: rvalkanov@ucsd.edu

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Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation

Alberto Plazzi, Walter Torous, Rossen Valkanov

The Journal of Portfolio Management Sep 2011, 37 (5) 39-50; DOI: 10.3905/jpm.2011.37.5.039

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Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation

Alberto Plazzi, Walter Torous, Rossen Valkanov

The Journal of Portfolio Management Sep 2011, 37 (5) 39-50; DOI: 10.3905/jpm.2011.37.5.039

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