Journal of Mathematical Finance
Vol.4 No.2(2014), Paper ID 43035, 9
pages
DOI:10.4236/jmf.2014.42010
Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets
Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke
American University of Kuwait, Kuwait City, Kuwait
California State University, Sacramento, USA
California State University, Sacramento, USA
American University of Kuwait, Kuwait City, Kuwait
Copyright © 2014 Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
R. Bhuyan, J. Kuhle, N. Ikromov and C. Chiemeke, "Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets,"
Journal of Mathematical Finance, Vol. 4 No. 2, 2014, pp. 104-112. doi:
10.4236/jmf.2014.42010.