CROSS-CLASS CORRELATION AND ASSET strongALLOCATIONstrong Stephen Lee .pdfVIP

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CROSS-CLASS CORRELATION AND ASSET strongALLOCATIONstrong Stephen Lee .pdf

CROSS-CLASSCORRELATIONANDASSETstrongALLOCATIONstrongStephenLeeamp;.pdf

CROSS-CLASS CORRELATION AND ASSET ALLOCATION: Stephen Lee Colin Lizieri Department of Land Management Development The University of Reading Whiteknights, Reading, RG6 6AW Tel: +44 (0) 118 931 8170 Fax: +44 (0) 118 931 8172 s.l.lee@rdg.ac.uk c.m.lizieri@rdg.ac.uk This paper was originally presented to the RICS “Cutting Edge” R

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