Article

Tail-Aware Portfolio Optimization for Listed Real-Estate Securities Under Downside Risk

2026-03-30

Abstract excerpt

This paper has presented a combined empirical framework for measuring the risk-return profile of listed real-estate securities in a non-Gaussian market situation. By leveraging daily data for 30 U.S. and international listed real estate securities from 2021 to 2024, we probe how portfolio outcomes vary according to the optimization criterion and distributional aspects of returns obscured by conventional mean-varia...

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Literature Corpus work: d36ec52c-9063-543f-b880-9e43a58465e0
DOI: 10.20944/preprints202603.2360.v1

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