Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management

by W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu, Abootaleb Shirvani

Chapter 1. The Real Estate Investment Market: The Current State and Why Advances Are Needed -- Chapter 2. The Data -- Chapter 3. Modern Portfolio Theory -- Chapter 4. Historical Portfolio Optimization – Domestic REITs -- Chapter 5. Diversification with International REITs -- Chapter 6. Black–Litterman Optimization Results -- Chapter 7. Dynamic Portfolio Optimization: Beyond MPT -- Chapter 8. Backtesting -- Chapter 9. Diversification with Real Estate Stocks -- Chapter 10. Risk Information and Management -- Chapter 11. Optimization with Performance-Attribution Constraints -- Chapter 12. Option Pricing -- Chapter 13. Inclusion of ESG Ratings in Optimization -- Chapter 14. Inclusion of ESG Ratings in Option Pricing.

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Year of publication:	2022
Authors:	Lindquist, W. Brent ; Račev, Svetlozar T. ; Hu, Yuan ; Shirvani, Abootaleb
Publisher:	2022.: Cham : Springer International Publishing 2022.: Cham : Imprint: Springer
Subject:	Real estate investment trusts \| Portfolio optimization \| Investment risk assessment \| Derivative pricing for hedging investment risk \| Portfolio investment \| REIT investment \| Innovative investment tools \| Quantitative finance \| Risk budgeting \| Real Estate Investment Market \| Modern portfolio theory \| Real estate stocks \| Option pricing \| Portfolio-Management \| Portfolio selection \| Immobilienfonds \| Real estate fund \| Kapitalanlage \| Financial investment \| Hedging \| Risikomanagement \| Risk management \| Investitionsrisiko \| Investment risk \| Derivat \| Derivative \| Portfolio-Investition \| Foreign portfolio investment \| CAPM \| Immobilien \| Real estate \| Optionspreistheorie \| Option pricing theory \| Anlageverhalten \| Behavioural finance

Extent:	1 Online-Ressource (XIV, 258 p. 1 illus.)
Series:	Dynamic Modeling and Econometrics in Economics and Finance ; 30 Springer eBook Collection
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-031-15286-3 ; 978-3-031-15285-6 ; 978-3-031-15287-0 ; 978-3-031-15288-7
Other identifiers:	10.1007/978-3-031-15286-3 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013447388