The time-varying role of timberland in long-term, mixed-asset portfolios under the mean conditional value-at-risk framework
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DOI: 10.1016/j.forpol.2020.102136
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Cited by:
- Petri P. Karenlampi, 2022. "Two strategies for boreal forestry with goodwill in capitalization," Papers 2205.06744, arXiv.org.
- Petri P. Kärenlampi, 2022. "Two Manifestations of Market Premium in the Capitalization of Carbon Forest Estates," Energies, MDPI, vol. 15(9), pages 1-26, April.
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Keywords
Institutional investments; Linear programing; Portfolio optimization; Real estate; TIMOs;All these keywords.
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