Description: Advanced Reit Portfolio Optimization : Innovative Tools for Risk Management, Paperback by Lindquist, W. Brent; Rachev, Svetlozar T.; Hu, Yuan; Shirvani, Abootaleb, ISBN 3031152883, ISBN-13 9783031152887, Brand New, Free shipping in the US 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.
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Book Title: Advanced Reit Portfolio Optimization : Innovative Tools for Risk Management
Number of Pages: Xiv, 258 Pages
Language: English
Publisher: Springer International Publishing A&G
Topic: Finance / Financial Risk Management, Finance / General, Real Estate / General, Corporate Finance / General
Publication Year: 2023
Illustrator: Yes
Genre: Business & Economics
Item Weight: 14.9 Oz
Author: W. Brent Lindquist, Abootaleb Shirvani, Svetlozar T. Rachev, Yuan Hu
Item Length: 9.3 in
Item Width: 6.1 in
Book Series: Dynamic Modeling and Econometrics in Economics and Finance Ser.
Format: Trade Paperback
