Optimal portfolio allocation of Malaysian real estate investment trusts during economic downturn

• Main Authors: Abdul Jalil, Rohaya, Mohd. Ali, Hishamuddin, Mohamed Razali, Muhammad Najib, Lee, Yim Mei Janice
• Format: Article
• Language: English
• Published: Penerbit UTM Press 2015
• Subjects: TA Engineering (General). Civil engineering (General)
• Online Access: http://eprints.utm.my/id/eprint/60355/1/RohayaAbdulJalil2015_OptimalPortfolioAllocationOfMalaysianRealEstate.pdf; http://eprints.utm.my/id/eprint/60355/; https://www.utm.my/intrest/2015/11/02/297/

The aim of this paper is to investigate the impact of Real Estate Investment Trusts (REITs) on portfolio diversification in Malaysia. REITs is known to bring about a stable and optimal return but less evidence on the portfolio allocation of Malaysian REITs in maximizing investors benefit. Four year...