Téléchargez le livre : Advanced REIT Portfolio Optimization

Advanced REIT Portfolio Optimization

Innovative Tools for Risk Management de

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Éditeur :

Springer


Collection :

Dynamic Modeling and Econometrics in Economics and Finance

Paru le : 2022-11-09

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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; 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.
Pages
258 pages
Collection
Dynamic Modeling and Econometrics in Economics and Finance
Parution
2022-11-09
Marque
Springer
EAN papier
9783031152856
EAN PDF
9783031152863
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
25
Taille du fichier
15155 Ko
Prix
49,57 €
EAN EPUB
9783031152863
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
25
Taille du fichier
53156 Ko
Prix
49,57 €

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