@article{oai:reitaku.repo.nii.ac.jp:00000569,
 author = {Suzuki, Hideaki and Takatsuji, Hideoki and Suzuki, Hideaki and Takatsuji, Hideoki},
 journal = {麗澤大学経済社会総合研究センター Working Paper, RIPESS Working Paper},
 month = {Nov},
 note = {This research evaluates dynamics of diversification benefits of real estate within a minimum-variance portfolio, assuming different holding periods: 3 years and 7 years. Real estate showed constant risk di-versification benefits through all the holding periods, and the variability in allocation ratio tends to be smoothed as the portfolio is held longer.},
 pages = {1--8},
 title = {Dynamics of Diversification Benefits of Real Estate within a Minimum-Variance Portfolio: the Case of Japan},
 volume = {64},
 year = {2014}
}