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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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A Treasury of Irish Literature (Barnes…
Various Authors
Leather / fine binding
PROTOTYPE 1
Astrid Alben; Rachael Allen; Theis Anderson; Rowland Bagnall; Tara Bergin; Emily Berry; Crispin Best; Paul Buck; Jen Calleja; Thomas A Clark; Laurie Clark; Esme Creed-Miles; Emily Critchley; Jake Elliott; Laura Elliott; SJ Fowler; Amy Key, Michael Kindellan; Caleb Klaces; Gareth Damian Martin; Robert Herbert McClean; Wayne Holloway-Smith; Kirstie Millar; Catrin Morgan; Richard Price; Leonie Rushforth; Rachel Snowdon; Rebecca Tama s; Ollie Tong; Kandace Siobhan Walker; Ahren Warner; Stephen Watts; Ralf Webb; Eley Williams; Alison Honey Woods; Madeleine Wurzburger
Paperback
R308
Discovery Miles 3 080
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