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

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 Promotions
LSN:	3-03-115285-9
Barcode:	9783031152856

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