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.
Year of publication: |
2022
|
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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 | Immobilienfonds | Real estate fund | Portfolio-Management | Portfolio selection | Hedging | Investitionsrisiko | Investment risk | Risikomanagement | Risk management | Derivat | Derivative | Kapitalanlage | Financial investment | Immobilienmarkt | Real estate market |
Saved in:
Online Resource
Extent: | 1 Online-Ressource (XIV, 258 p. 1 illus.) |
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Series: | |
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
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