Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management
W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu, Abootaleb ShirvaniThis 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;
- 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.
หมวดหมู่:
ปี:
2022
สำนักพิมพ์:
Springer
ภาษา:
english
จำนวนหน้า:
267
ISBN 10:
3031152859
ISBN 13:
9783031152856
ซีรีส์:
Dynamic Modeling and Econometrics in Economics and Finance, 30
ไฟล์:
PDF, 14.70 MB
IPFS:
,
english, 2022