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Cheng, Lin and Liu ( 2 0 1 7 - JRER ) develop the mixed - asset portfolio by extending the Modern Portfolio Theory (

Cheng, Lin and Liu

(2017 -

JRER

)

develop the mixed

-

asset portfolio by extending the Modern Portfolio Theory

(

MPT

)

as follow, Briefly discuss the difference between these two models and explain why the real estate should have its own asset allocation model.

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