Building an investment portfolio is a problem that numerous researchers have addressed for
many years. The key goal has always been to balance risk and reward by optimally …

Purpose This study provides an extensive risk assessment framework for nonlisted real
estate funds'(NREFs) portfolio management in India across their life cycle; that is, the …

Traditional performance measures do not distinguish between upside risk and downside
risk. Downside risk is based on returns that are below a target rate, below zero, below …

In this article by the editors of this special issue, the authors discuss the changes being
brought to real estate investment by new technology and how the other articles in the special …

The current yield on the 10-year T-bond bottomed out at 49.9 bps in 2020 and has since
risen to 316.7 bps, a 535% proportionate increase. Consequently, 7–10-year and 10–20 …

The present study analyzes some important aspects of the Bond Market Line proposed by
Wagner and Tito (1977)[1]. This line shows Macaulay's duration of a portfolio of bonds and …

In this paper, we will learn how to develop a bond performance attribution model that
considers multiple risk factors. This model was developed by Wayne H. Wagner and Dennis …