Commingled Four Quadrant Property Funds: Structure, Strategy and Performance

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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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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