Property research
Permanent URI for this collectionhttps://hdl.handle.net/2164/551
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Item Allowing for uncertainty in exogenous shocks to CGE models : the case of a new renewable energy sector(2017-04) Phimister, Euan; Roberts, Deborah; University of Aberdeen.Economics; University of Aberdeen.Energy; University of Aberdeen.Real Estate; University of Aberdeen.Centre for Energy TransitionItem A comparative analysis of the costs of onshore wind energy : Is there a case for community-specific policy support?(2017-07) Berka, Anna L.; Harnmeijer, Jelte; Roberts, Deborah; Phimister, Euan; Msika, Joshua; University of Aberdeen.Real Estate; University of Aberdeen.Economics; University of Aberdeen.Energy; University of Aberdeen.Centre for Energy TransitionItem Financing infrastructure development : time to unshackle the bonds?(2016) Hutchison, Norman; Squires, Graham; Adair, Alastair; Berry, Jim; Lo, Daniel; McGreal, Stanley; Organ, Sam; University of Aberdeen.Real EstateItem The Dynamics of Energy Poverty : Evidence from Spain(2015-02-22) Phimister, Euan Cartner; Vera-Toscano, Esperanza; Roberts, Deborah Jane; University of Aberdeen.Economics; University of Aberdeen.Energy; University of Aberdeen.Real Estate; University of Aberdeen.Centre for Energy TransitionItem Fuel poverty in the UK : Is there a difference between rural and urban areas?(2015-12) Roberts, Deborah; Vera-Toscano, Esperanza; Phimister, Euan; University of Aberdeen.Real Estate; University of Aberdeen.Economics; University of Aberdeen.Energy; University of Aberdeen.Centre for Energy TransitionItem Renting versus Owning and the Role of Human Capital : Evidence from Germany(2014-05) Schulz, Rainer; Wersing, Martin; Werwatz, Axel; University of Aberdeen.Real EstateItem Risk reduction and diversification in UK commercial property portfolios(2007-08-22T15:45:29Z) Devaney, Steven Patrick; Callender, Mark; Sheahan, Angela; Key, Tony; University of Aberdeen, Business SchoolThe issue of diversification in direct real estate investment portfolios has been one of the most widely studied topics in academic and practitioner literature. Most work, however, has been done using mean returns and risks for broad market segments as inputs to asset allocation models, or in a few cases using data from small sets of individual properties. This paper reports results from a comprehensive testing of asset allocation modelling drawing on records of 10,000+ UK properties tracked by Investment Property Databank. It provides for the first time robust estimates of the diversification gains attainable given return, risk and cross-correlations across individual properties actually available to fund managers. The discussion of results covers implications for the number of assets and amount of money needed to construct “balanced” portfolios by direct investment, or via indirect specialist vehicles.