Optimizing the Real Estate Portfolio Decision Model based on Modern Portfolio Theory

摘要：

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 γp. 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.

关键词： modern investment portfolio theory Real Estate Investment risks returns

作者: Yang Ruojing

作者单位: Zhengzhou Institute of Aeronautical Industry Management Zhengzhou, China

会议类型: 国际会议

会议名称: The Fourth International Joint Conference on Computational Science and Optimization(第四届计算科学与优化国际大会 CSO 2011)

会议地点: 昆明、丽江

会议语种:英文

页码: 1232-1235

在线出版日期: 2011-04-15（万方平台首次上网日期，不代表论文的发表时间）