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.
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.
Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management
Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management
eBook(1st ed. 2022)
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Product Details
ISBN-13: | 9783031152863 |
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Publisher: | Springer-Verlag New York, LLC |
Publication date: | 11/09/2022 |
Series: | Dynamic Modeling and Econometrics in Economics and Finance , #30 |
Sold by: | Barnes & Noble |
Format: | eBook |
File size: | 55 MB |
Note: | This product may take a few minutes to download. |