Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets

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Journal of Mathematical Finance

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"Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets"
written by Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke,
published by Journal of Mathematical Finance, Vol.4 No.2, 2014

has been cited by the following article(s):

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[1]	The impact of real estate allocation on investors’ ability to generate real income Journal of Property Research, 2022 DOI:10.1080/09599916.2021.1968017

[2]	REITs impact on typical investment portfolio – further evidence of the sector split importance Przegląd Statystyczny, 2022 DOI:10.5604/01.3001.0015.8791

[3]	The Impacts of Joint Energy and Output Prices Uncertainties in a Mean-Variance Framework Theoretical Economics Letters, 2017 DOI:10.4236/tel.2017.75075

[4]	An Overview of the Initial Performance of the South African REITs Market SSRN Electronic Journal, 2016 DOI:10.2139/ssrn.2846090

[5]	Determining Optimal Portfolio in a Three-Asset Portfolio Mix in Nigeria Journal of Mathematical Finance, 2016 DOI:10.4236/jmf.2016.64041

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