Diversifying in public real estate: The ex-post performance

Carolina Fugazza, Massimo Guidolin, Giovanna Nicodano

Research output: Contribution to journalArticlepeer-review

Abstract

We calculate the ex-post, realised portfolio performance for an investor who diversifies among US stocks, bonds, real estate indirect investment vehicles (E-REITS), and cash. Simulations are performed for two alternative asset allocation frameworks — classical and Bayesian — and for scenarios involving two different samples and six different investment horizons. Interestingly, the ex-post welfare cost of restricting portfolio choice to traditional financial assets (ie, stocks, bonds, and cash) is only found to be positive in all scenarios for a Bayesian investor. On the contrary, substitution of E-REITS for stocks in optimal portfolios turns out to reduce ex-post portfolio performance over the nineties and for a Classical investor who ignores parameter estimation uncertainty.Journal of Asset Management (2008) 8, 361-373. doi:10.1057/palgrave.jam.2250089
Original languageEnglish
Pages (from-to)361-373
Number of pages13
JournalJournal of Asset Management
Volume8
DOIs
Publication statusPublished - 2008

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