W Brent Lindquist

(Author)

Advanced Reit Portfolio Optimization: Innovative Tools for Risk Management (2022)Hardcover - 2022, 10 November 2022

Advanced Reit Portfolio Optimization: Innovative Tools for Risk Management (2022)
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Part of Series
Dynamic Modeling and Econometrics in Economics and Finance
Print Length
258 pages
Language
English
Publisher
Springer
Date Published
10 Nov 2022
ISBN-10
3031152859
ISBN-13
9783031152856

Description

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;
  • 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.

Product Details

Authors:
W Brent LindquistSvetlozar T RachevYuan HuAbootaleb Shirvani
Book Edition:
2022
Book Format:
Hardcover
Country of Origin:
NL
Date Published:
10 November 2022
Dimensions:
23.39 x 15.6 x 1.6 cm
ISBN-10:
3031152859
ISBN-13:
9783031152856
Language:
English
Location:
Cham
Pages:
258
Publisher:
Weight:
557.92 gm

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