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Advanced REIT Portfolio Optimization - Innovative Tools for Risk Management (Hardcover, 1st ed. 2022)
Loot Price: R2,011
Discovery Miles 20 110
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Advanced REIT Portfolio Optimization - Innovative Tools for Risk Management (Hardcover, 1st ed. 2022)
Series: Dynamic Modeling and Econometrics in Economics and Finance, 30
Expected to ship within 10 - 15 working days
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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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