Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Chi-Wan Cheang"'
Publikováno v:
URBAN STUDIES
Governments the world over routinely undertake Land Value Capture (LVC) to recover some (or all) of the uplift in land values arising from the right to develop in order to fund infrastructure and public goods. Instruments to exact LVC are diverse but
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9118e82b5d2a53d866db070bc6d61215
https://doi.org/10.1177/0042098021998893
https://doi.org/10.1177/0042098021998893
Publikováno v:
Cheang, C W, Olmo, J, Ma, T, Sung, M-C & McGroarty, F 2020, ' Optimal asset allocation using a combination of implied and historical information ', International Review of Financial Analysis, vol. 67, 101419 . https://doi.org/10.1016/j.irfa.2019.101419
This paper investigates the contribution of option-implied information for strategic asset allocation for individuals with minimum-variance preferences and portfolios with a variety of assets. We propose a covariance matrix that exploits a mixture of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::17b874a9bc2bef5e3e7cb549c49f4ff4
https://www.pure.ed.ac.uk/ws/files/137778646/Optimal_asset_allocation_CHEANG_DOA08112019_AFV.pdf
https://www.pure.ed.ac.uk/ws/files/137778646/Optimal_asset_allocation_CHEANG_DOA08112019_AFV.pdf
