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Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management

Lindquist, W. Brent; Račev, Svetlozar T.; Hu, Yuan; … - 2022

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....

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

Risk hedging in a supply chain : option vs. price discount

Liu, Zhongyi; Chen, Lihua; Li, Ling; Zhai, Xin - In: International journal of production economics 151 (2014), pp. 112-120

Persistent link: https://www.econbiz.de/10010365234

Modelling, pricing, and hedging counterparty credit exposure : a technical guide

Filipovi´c, Zlatko - 2010 - Softcover reprint of the hardcover 1st edition 2010

Persistent link: https://www.econbiz.de/10009512019

Utility indifference pricing and hedging for structured contracts in energy markets

Callegaro, Giorgia; Campi, Luciano; Giusto, Valeria; … - In: Mathematical methods of operations research 85 (2017) 2, pp. 265-303

Persistent link: https://www.econbiz.de/10011714437

A new approach to evaluating the cost-efficiency of complex hedging strategies : an application to electricity price-volume quanto contracts

Kang, Sang Baum; Ong, Michael K.; Zhao, Jialin - In: The journal of energy markets 12 (2019) 3, pp. 1-27

Persistent link: https://www.econbiz.de/10012140191

Are public and private asset returns and risks the same? : evidence from real estate data

Hoesli, Martin; Oikarinen, Elias - 2013

This article aims to investigate the similarity of public and private real estate returns and risks over the relatively long horizon using data for the U.S and the U.K. The results show evidence of a one-to-one relationship between publicly traded REIT performance and privately traded direct...

Persistent link: https://www.econbiz.de/10010256953

The role of real estate derivatives in hedging real estate : an empirical analysis of the U.S. commercial market

Berk, Cem - In: International journal of financial research 7 (2016) 4, pp. 168-174

Persistent link: https://www.econbiz.de/10011578937

(S,s)-adjustment strategies and hedging under Markovian dynamics

Agliardi, Elettra; Andergassen, Rainer - In: The Geneva risk and insurance review 36 (2011) 2, pp. 112-131

Persistent link: https://www.econbiz.de/10009389200

Financial constraints, competition, and hedging in industry equilibrium

Adam, Tim; Dasgupta, Sudipto; Titman, Sheridan - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2445-2473

Persistent link: https://www.econbiz.de/10003550286

Forecast hedging and calibration

Foster, Dean P.; Hart, Sergiu - In: Journal of political economy 129 (2021) 12, pp. 3447-3490

Persistent link: https://www.econbiz.de/10012694573