Search results for "alternative investments"

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Optimal portfolio allocation with real assets : a Finnish perspective

2017

Alternative market assets, i.e. those which are not part of the ''traditional'' financial assets, have become increasingly popular globally during the last decade. The purpose of this study is to examine the potential benefits of including real investment assets, specifically timberland and real estate holdings, for a investor investing to either domestic or international markets. Specifically the questions to be asked are: Do Finnish real investment assets offer diversification benefits in respect of increased risk-adjusted returns? What are the optimal asset allocations? The analyzed time-series for alternative investments represent quarterly total returns of average Finnish timberland an…

alternative investmentssijoituksetVaRarvopaperisalkutCVaRportfolio optimizationModern portfolio theory
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