Utilizing the real estate investment trusts for portfolio optimisation by application of genetic algorithm.
Complex investment decisions require thorough study. Modern portfolio theory provides some broad guidelines on diversification within this framework, focusing on financial instrument categories. A diverse portfolio and favorable economic conditions are the main factors affecting investor returns. Th...
| Publicado en: | Humanities & Social Sciences Communications Vol. 12; no. 1; pp. 1 - 12 |
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| Autores principales: | , , , , |
| Formato: | Artículo |
| Publicado: |
Springer Nature
4/3/2025
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=hlh&AN=184191311&site=ehost-live header: @attributes: shortDbName: hlh uiTerm: 184191311 longDbName: Humanities International Complete uiTag: AN controlInfo: bkinfo: jinfo: jid: MVR0 jtl: Humanities & Social Sciences Communications maglogo: N pubinfo: dt: 4/3/2025 vid: 12 iid: 1 pid: 237 pub: Springer Nature artinfo: ui: 184191311 10.1057/s41599-025-04715-0 ppf: 1 ppct: 11 formats: tig: atl: Utilizing the real estate investment trusts for portfolio optimisation by application of genetic algorithm. aug: au: XU, Li Matac, Liviu Marian Espinosa Cristia, Juan Felipe Dias, Rui Pavel, Codruta-Daniela affil: https://ror.org/0419nfc77 College of Economics & Management, China Three Gorges University, Yichang, China https://ror.org/04yvncj21 Faculty of Accounting and Management Information Systems, Bucharest University of Economic Studies, Bucharest, Romania https://ror.org/05510vn56 Departamento de Ingeniería Comercial, Universidad Técnica Federico Santa María, 2390123, Valparaíso, Chile https://ror.org/05mnej980 ISG-Business & Economics School–CIGEST, Lisboa, Portugal https://ror.org/0077saz97 ESCAD–Instituto Politécnico da Lusofonia, Lisboa, Portugal https://ror.org/0583a0t97 Faculty of Economics & Business Administration, West University of Timisoara, Timisoara, Romania su: Financial crises Investors Real estate investment trusts Financial instruments Decision making in investments sug: subj: Financial crises Investors Real estate investment trusts Financial instruments Decision making in investments keyword: Commerce Finance and Investment Management Tourism and Services Banking ab: Complex investment decisions require thorough study. Modern portfolio theory provides some broad guidelines on diversification within this framework, focusing on financial instrument categories. A diverse portfolio and favorable economic conditions are the main factors affecting investor returns. The research used the RIETS portfolio and genetic algorithm to improve investment portfolio Sharpe ratios. Since 2008, when the financial crisis increased activity, investors and scholars have focused on REITs. REIT investments have gained popularity in recent years due to their long-term stability and consistent profitability. Studies that emphasize management perspectives are valuable, but they also have significant limitations. Asset management's primary goal is to optimize investor returns. It is imperative to evaluate asset management strategies in order to guarantee the assets' long-term efficiency. This study examines 456 distinct portfolios in order to rectify this deficiency and demonstrates how the incorporation of REITs into mixed-asset portfolios enhances them in a variety of critical financial metrics. The results of the study suggest that utilizing genetic algorithm optimization outperforms a globally diversified portfolio with the lowest volatility. The data indicates that investing in REITs is a highly effective strategy for improving the Sharpe ratio, average returns, and risk profile. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: Y dt: @attributes: year: 2025 holdings: @attributes: islocal: N |
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