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.
Charles, Ostroumoff. Managing liquidity in the Real Estate Investment Market for short term investors through a market shock. In 25th Annual European Real Estate Society Conference. ERES: Conference. Reading, UK, 2018.
Section: Real Estate Finance and Investment