Modern Portfolio optimiser techniques enabling more effective property 'market risk' management
||Modern Portfolio optimiser techniques enabling more effective property 'market risk' management
||21st Annual European Real Estate Society Conference in Bucharest, Romania
||In this paper I will analyse the efficacy of current property portfolio risk management techniques employed by multi asset portfolio managers and property portfolio fund managers in the UK. I will differentiate between techniques employed at the asset specific level (bottom up approach) and techniques employed at the portfolio level (top down approach). Specifically, I will be analysing property “market risk” (beta) using time series data of IPD Capital Value Annual Returns since 1971. I will be assessing how possible it is to predict bubbles and troughs in the property cycle and then show how effective modern portfolio risk management optimiser techniques, currently employed in other asset classes (equities and bonds), but now available to real estate practitioners with the launch of annual IPD Property Futures could be used to eliminate future expected volatility and downside property market risk. Property Portfolio Risk Management, market risk, beta, diversification, IPD Property Futures, UK
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||P : Real Estate Portfolio Management
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