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Advanced REIT Portfolio Optimization

- Innovative Tools for Risk Management

Advanced REIT Portfolio Optimization

- Innovative Tools for Risk Management
Tjek vores konkurrenters priser

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.

Tjek vores konkurrenters priser
Normalpris
kr 573
Fragt: 39 kr
6 - 8 hverdage
20 kr
Pakkegebyr
God 4 anmeldelser på
Tjek vores konkurrenters priser

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.

Produktdetaljer
Sprog: Engelsk
Sider: 258
ISBN-13: 9783031152856
Indbinding: Hardback
Udgave:
ISBN-10: 3031152859
Kategori: Risikovurdering
Udg. Dato: 10 nov 2022
Længde: 0mm
Bredde: 155mm
Højde: 235mm
Forlag: Springer International Publishing AG
Oplagsdato: 10 nov 2022
Forfatter(e) W. Brent Lindquist, Yuan Hu, Abootaleb Shirvani, Svetlozar T. Rachev


Kategori Risikovurdering


ISBN-13 9783031152856


Sprog Engelsk


Indbinding Hardback


Sider 258


Udgave


Længde 0mm


Bredde 155mm


Højde 235mm


Udg. Dato 10 nov 2022


Oplagsdato 10 nov 2022


Forlag Springer International Publishing AG

Kategori sammenhænge