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Portfolio Infrastructure Investments: an Analysis of the European and UK Cases

Medda, F; Panayiotou, A; (2015) Portfolio Infrastructure Investments: an Analysis of the European and UK Cases. In: Dolan, T and Collins, B, (eds.) International Symposium for Next Generation Infrastructure Conference Proceedings: 30 September - 1 October 2014 International Institute of Applied Systems Analysis (IIASA),Schloss Laxenburg, Vienna, Austria. (pp. 81 - 83). UCL STEaPP: London, UK. Green open access

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Abstract

Infrastructure has been receiving much attention in recent years. Investment banks and fund managers are increasingly promoting the investment characteristics of infrastructure assets and they argue that investing in infrastructure should be ideal for institutional investors such as pension funds. However, the claim lacks empirical support. We suggest that the limited research on infrastructure is mainly due to scant empirical data. The objectives of this paper are to examine the significance of economic infrastructure as an asset class by assessing the investment characteristics and performance of infrastructure indexes in Europe and UK from 2000-2014, to analyse how an infrastructure portfolio should be constructed and to determine whether the private sector should invest in an infrastructure portfolio containing a variety of infrastructure sectors or if the private sector should invest in one specific sector only.

Type: Proceedings paper
Title: Portfolio Infrastructure Investments: an Analysis of the European and UK Cases
Event: International Symposium for Next Generation Infrastructure Conference (ISNGI 2014)
Location: International Institute of Applied Systems Analysis (IIASA),Schloss Laxenburg, Vienna, Austria
Dates: 2014-09-30 - 2014-10-01
Open access status: An open access version is available from UCL Discovery
Publisher version: http://www.ucl.ac.uk/steapp/isngi/proceedings
Keywords: Portfolio optimisation, infrastructure indices, diversification benefit, infrastructure sub-sectors, meanvariance analysis
UCL classification: UCL
UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Civil, Environ and Geomatic Eng
URI: https://discovery.ucl.ac.uk/id/eprint/1469413
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