Managing liquidity in the Real Estate Investment Market for short term investors through a market shock

Ostroumoff Charles

ERES from European Real Estate Society (ERES)

Abstract: In this paper, using Brexit as an example of a market shock, I will demonstrate how property fund managers can navigate through such market turbulence using MSCI-IPD Property Futures to apply risk on / risk off and risk-adjusted trading strategies to mitigate the effect of falling capital values. In the analysis, a comparison will be made to the effectiveness of using such strategies using REIT's.

Keywords: BREXIT; Investment; REITs; Risk Derivatives (search for similar items in EconPapers)
JEL-codes: R3 (search for similar items in EconPapers)
Date: 2018-01-01
New Economics Papers: this item is included in nep-ure
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Persistent link: https://EconPapers.repec.org/RePEc:arz:wpaper:eres2018_282

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