Get Free Shipping on orders over $89
Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management - W. Brent Lindquist

Advanced REIT Portfolio Optimization

Innovative Tools for Risk Management

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

eText | 9 November 2022

At a Glance

eText


$79.99

or 4 interest-free payments of $20.00 with

 or 

Instant online reading in your Booktopia eTextbook Library *

Why choose an eTextbook?

Instant Access *

Purchase and read your book immediately

Read Aloud

Listen and follow along as Bookshelf reads to you

Study Tools

Built-in study tools like highlights and more

* eTextbooks are not downloadable to your eReader or an app and can be accessed via web browsers only. You must be connected to the internet and have no technical issues with your device or browser that could prevent the eTextbook from operating.
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.
on
Desktop
Tablet
Mobile

More in Property & Real Estate

Apartments : Defining Style - Mariette Himes Gomez

eBOOK

Good House Hunting : 20 Steps to Your Dream Home - Dennis Wedlick

eBOOK

Fundamentals of Title Insurance, Second Edition - James L. Gosdin

eBOOK

Clearwind Crossing - Robert Pudlock

eBOOK

RRP $16.49

$15.99

Common-Sense Real Estate Investing - Wade Wisner

eBOOK