Property and asset allocation – 1 The consulting actuary′s view

Abstract

Presents an actuary′s viewpoint of the role of property within a multi‐asset portfolio and assesses the suitability of property as an asset in relation to the liability profile of the fund. Analyses the various forms of risk and relates them to the role of property within an asset allocation model.

Citation

Hagar, D.P. (1990), "Property and asset allocation – 1 The consulting actuary′s view", Journal of Valuation, Vol. 8 No. 3, pp. 254-261. https://doi.org/10.1108/EUM0000000003286