<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>This paper assesses the impact of outbreaks from the perspective of volatility of Malaysian Listed Property Companies in mixed-asset portfolios, concentrating on periods of time between outbreaks. The real issue of this study is the health crisis that has troubled institutional investors, as it has already significantly impacted the returns on investments. Investors need to be better informed on the impact of health outbreaks on investments in order to minimize their impact. To assess the impact of the outbreaks, the GARCH method has been employed to examine the dynamic volatility of listed property companies in mixed-asset portfolios. The volatility level will give investors better information from point of view of the dynamics of volatility of the Malaysian listed property companies’ performance within mixed-asset portfolios. The findings show that listed property companies demonstrate high volatility compared to other mixed-asset portfolios during the periods of outbreaks. This indicates Malaysian listed property companies were the most volatile investment in mixed-asset portfolios. This empirical study will contribute significantly to institutional investors, especially in terms of the investment decision-making process during outbreaks.</p>
</abstract>

This paper assesses the impact of outbreaks from the perspective of volatility of Malaysian Listed Property Companies in mixed-asset portfolios, concentrating on periods of time between outbreaks. The real issue of this study is the health crisis that has troubled institutional investors, as it has already significantly impacted the returns on investments. Investors need to be better informed on the impact of health outbreaks on investments in order to minimize their impact. To assess the impact of the outbreaks, the GARCH method has been employed to examine the dynamic volatility of listed property companies in mixed-asset portfolios. The volatility level will give investors better information from point of view of the dynamics of volatility of the Malaysian listed property companies’ performance within mixed-asset portfolios. The findings show that listed property companies demonstrate high volatility compared to other mixed-asset portfolios during the periods of outbreaks. This indicates Malaysian listed property companies were the most volatile investment in mixed-asset portfolios. This empirical study will contribute significantly to institutional investors, especially in terms of the investment decision-making process during outbreaks.

Assessing the Impact of Outbreaks on Malaysian Listed Property Companies in Mixed-Asset Portfolios

Real Estate Management and Valuation

This work is licensed under the Creative Commons Attribution 4.0 International License.

This paper assesses the impact of outbreaks from the perspective of volatility of Malaysian Listed Property Companies in mixed-asset portfolios, concentrating...

Assessing the Impact of Outbreaks on Malaysian Listed Property Companies in Mixed-Asset Portfolios

Data publikacji: 13 sie 2021

Zakres stron: 87 - 93

DOI: https://doi.org/10.2478/remav-2021-0024

Słowa kluczowe
outbreaks, Malaysia, listed property companies, mixed-assets, property portfolio

© 2021 Muhammad Najib Razali et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Assessing the Impact of Outbreaks on Malaysian Listed Property Companies in Mixed-Asset Portfolios

Data publikacji: 13 sie 2021

Zakres stron: 87 - 93

DOI: https://doi.org/10.2478/remav-2021-0024

Słowa kluczoweoutbreaks, Malaysia, listed property companies, mixed-assets, property portfolio

© 2021 Muhammad Najib Razali et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Słowa kluczowe
outbreaks, Malaysia, listed property companies, mixed-assets, property portfolio