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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
Advanced REIT Portfolio Optimization - Innovative Tools for Risk Management (Hardcover, 1st ed. 2022): W. Brent Lindquist,...

Advanced REIT Portfolio Optimization - Innovative Tools for Risk Management (Hardcover, 1st ed. 2022)

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu, Abootaleb Shirvani

Series: Dynamic Modeling and Econometrics in Economics and Finance, 30

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Loot Price R2,011 Discovery Miles 20 110 | Repayment Terms: R188 pm x 12*

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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.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: Dynamic Modeling and Econometrics in Economics and Finance, 30
Release date: November 2022
First published: 2022
Authors: W. Brent Lindquist • Svetlozar T. Rachev • Yuan Hu • Abootaleb Shirvani
Dimensions: 235 x 155mm (L x W)
Format: Hardcover
Pages: 258
Edition: 1st ed. 2022
ISBN-13: 978-3-03-115285-6
Categories: Books > Business & Economics > Economics > Economic theory & philosophy
Books > Reference & Interdisciplinary > Communication studies > Decision theory > Risk assessment
Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Finance & accounting > Finance > Property & real estate
Books > Business & Economics > Business & management > Management & management techniques > General
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
Books > Money & Finance > Property & real estate
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LSN: 3-03-115285-9
Barcode: 9783031152856

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