Commingled Four Quadrant Property Funds: Structure, Strategy and Performance

Higgins, DM

Commingled Four Quadrant Property Funds: Structure, Strategy and Performance

Higgins, DM

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Publisher:: Pacific Rim Property Society
Publication Type:: Conference Proceeding
Citation:: The 13th Annual Conference of the Pacific Rim Real Estate Society, 2007, pp. 1 - 14
Issue Date:: 2007-01

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Field	Value	Language
dc.contributor.author	Higgins, DM	en_US
dc.contributor.editor	Higgins, D	en_US
dc.date	2007-01-21	en_US
dc.date.issued	2007-01	en_US
dc.identifier.citation	The 13th Annual Conference of the Pacific Rim Real Estate Society, 2007, pp. 1 - 14	en_US
dc.identifier.uri	http://hdl.handle.net/10453/7369
dc.description.abstract	In broad terms, the structure of all property investment products can fit into four property investment quadrants private equity, public equity, private debt and public debt. Within an investment framework, this research examines the portfolio allocation across the four quadrants. The portfolio weights are based on recognised investment styles (strategic fixed and flexible weighting and tactical asset allocation). The styles are applied to conservative, balanced and growth funds derived from different levels of risk along a Markowitz constrained mean variance efficient frontier model.	en_US
dc.publisher	Pacific Rim Property Society	en_US
dc.relation.ispartof	The 13th Annual Conference of the Pacific Rim Real Estate Society	en_US
dc.relation.ispartof	Pacific Rim Real Estate Conference	en_US
dc.title	Commingled Four Quadrant Property Funds: Structure, Strategy and Performance	en_US
dc.type	Conference Proceeding
utslib.location	Fremantle, Western Australia	en_US
utslib.location.activity	Fremantle, Western Australia	en_US
utslib.for	1202 Building	en_US
dc.location.activity	Fremantle, Western Australia	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Design, Architecture and Building
pubs.organisational-group	/University of Technology Sydney/Faculty of Design, Architecture and Building/School of Built Environment
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.place-of-publication	Fremantle, Western Australia	en_US
pubs.start-date	2007-01-21	en_US

Abstract:

In broad terms, the structure of all property investment products can fit into four property investment quadrants private equity, public equity, private debt and public debt. Within an investment framework, this research examines the portfolio allocation across the four quadrants. The portfolio weights are based on recognised investment styles (strategic fixed and flexible weighting and tactical asset allocation). The styles are applied to conservative, balanced and growth funds derived from different levels of risk along a Markowitz constrained mean variance efficient frontier model.

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http://hdl.handle.net/10453/7369