The Role of U.S. Infrastructure Investment in Strategic Asset Allocation
This paper investigates the role of U.S. infrastructure investments in a multi-asset portfolio, by using monthly return data for eight different asset classes from the period December 2002 to March 2013. Applying mean variance, as well as mean-downside risk, optimization models, I show that U.S. i...
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| Format: | Others |
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Scholarship @ Claremont
2013
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| Online Access: | http://scholarship.claremont.edu/cmc_theses/560 http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1712&context=cmc_theses |