Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management - Brossura

Lindquist, W. Brent; Rachev, Svetlozar T.; Hu, Yuan

Brossura

ISBN 10: 3031152875 ISBN 13: 9783031152870

Casa editrice: Springer, 2022

Riassunto

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.

Dettagli dell'edizione

• Editore: Springer
• Data di pubblicazione: 2022
• Lingua: Inglese
• ISBN 10: 3031152875
• ISBN 13: 9783031152870
• Rilegatura: Copertina flessibile
• Numero di pagine: 274
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania