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The Asset Allocation of Sustainable Real Estate – A Chance for a Green Contribution

Geiger, Peter ; Cajias, Marcelo ; Bienert, Sven



Zusammenfassung

Purpose – Given the growing market awareness concerning responsible investments in recent years, the purpose of this paper is to bridge the gap between real estate companies which implemented a corporate social responsibility (CSR) agenda and the possible role within a multi-asset portfolio optimisation framework. The behaviour of the asset class sustainable real estate (SRE) together with its ...

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