Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management Hardback
by W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu, Abootaleb Shirvani
Part of the Dynamic Modeling and Econometrics in Economics and Finance series
Hardback
Description
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs).
The models provide highly advanced analytics for REIT investment, including:portfolio optimization using both historic and predictive return estimation;model backtesting; a complete spectrum of risk assessment and management tools with an emphasis on early warning systems, risk budgeting, estimating tail risk, and factor analysis; derivative valuation;and incorporating ESG ratings into REIT investment. These quantitative finance models are presented in a unified framework consistent with dynamic asset pricing (rational finance).
Given its scope and practical orientation, this book will appeal to investors interested in portfolio optimization and innovative tools for investment risk assessment.
Information
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:258 pages, 1 Illustrations, black and white; XIV, 258 p. 1 illus.
- Publisher:Springer International Publishing AG
- Publication Date:10/11/2022
- Category:
- ISBN:9783031152856
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:258 pages, 1 Illustrations, black and white; XIV, 258 p. 1 illus.
- Publisher:Springer International Publishing AG
- Publication Date:10/11/2022
- Category:
- ISBN:9783031152856
