IDEAS home Printed from https://ideas.repec.org/a/taf/repmxx/v13y2007i3p249-256.html
   My bibliography  Save this article

The Mixed Asset Portfolio for Asia-Pacific Markets

Author

Listed:
  • Changha Georgia
  • Terry Grissom
  • Alan Ziobrowski

Abstract

Executive Summary.In this study, mixed-asset portfolios were constructed containing real estate, common stock, and bond investments from various Asian-Pacific countries. The countries of particular interest include six economically developing countries: China, Indonesia, Malaysia, the Philippines, South Korea, and Thailand, and five developed countries: Singapore, Japan, Hong Kong, Australia, and New Zealand. The time period is 1998-2005. Upon close examination of these portfolios, it becomes clear that currency risk is a larger concern when investing in countries with emerging markets in comparison to countries with already developed markets. Despite the currency risk, the results of this study show that mixed-asset portfolios from countries with emerging economies have outperformed the assets of developed countries for moderate and aggressive investors targeting Asian-Pacific countries.

Suggested Citation

  • Changha Georgia & Terry Grissom & Alan Ziobrowski, 2007. "The Mixed Asset Portfolio for Asia-Pacific Markets," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 13(3), pages 249-256, January.
  • Handle: RePEc:taf:repmxx:v:13:y:2007:i:3:p:249-256
    DOI: 10.1080/10835547.2007.12089776
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/10835547.2007.12089776
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1080/10835547.2007.12089776?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:repmxx:v:13:y:2007:i:3:p:249-256. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/repm20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.