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, ...
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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.
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Add this copy of Advanced Reit Portfolio Optimization: Innovative Tools to cart. £40.09, good condition, Sold by Reuseabook rated 5.0 out of 5 stars, ships from Gloucester, GLOS, UNITED KINGDOM, published 2023 by Springer.
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Dispatched, from the UK, within 48 hours of ordering. This book is in good condition but will show signs of previous ownership. Please expect some creasing to the spine and/or minor damage to the cover.
Add this copy of Advanced Reit Portfolio Optimization: Innovative Tools to cart. £54.35, very good condition, Sold by BetterBookDeals rated 3.0 out of 5 stars, ships from NIAGARA FALLS, NY, UNITED STATES, published 2022 by Springer.
Add this copy of Advanced Reit Portfolio Optimization: Innovative Tools to cart. £55.57, new condition, Sold by BetterBookDeals rated 3.0 out of 5 stars, ships from NIAGARA FALLS, NY, UNITED STATES, published 2022 by Springer.
Add this copy of Advanced REIT Portfolio Optimization: Innovative Tools to cart. £57.13, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2023 by Springer International Publishing AG.
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New. Print on demand Contains: Illustrations, black & white. Dynamic Modeling and Econometrics in Economics and Finance . XIV, 258 p. 1 illus. Intended for professional and scholarly audience.
