I'm working on a school project where I have to assemble a portfolio of European REITs. I'm working on the strategy right now, but is it there an efficient frontier when it comes to just one sector? And besides that I can only choose between 26 REITs. I suppose that's too insufficient to diversify the alpha risk to zero. If there wouldn't be an efficient frontier, what's the best way to make such a portfolio as efficient as possible? Any advice or redirection to certain sources would be much appreciated!
Submitted November 30, 2022 at 03:08AM by Avaronah https://ift.tt/2mzELO6
