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Optimal Diversification within Mixed-Asset Portfolios using a Conditional Heteroskedasticity Approach: Evidence from the U.S. and the U.K.

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References

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1992The allocation to property in the multi‐asset portfolio: The evidence and theory reconsidered83 cited

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2012Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?15 cited