Advanced REIT Portfolio Optimization Innovative Tools for Risk Management /

Chi tiết về thư mục
Những tác giả chính:	Lindquist, W. Brent (Tác giả), Rachev, Svetlozar T. (Tác giả), Hu, Yuan (Tác giả), Shirvani, Abootaleb (Tác giả)
Tác giả của công ty:	SpringerLink (Online service)
Tóm tắt:	XIV, 258 p. 1 illus. text
Ngôn ngữ:	Tiếng Anh
Được phát hành:	Cham : Springer International Publishing : Imprint: Springer, 2022.
Phiên bản:	1st ed. 2022.
Loạt:	Dynamic Modeling and Econometrics in Economics and Finance, 30
Những chủ đề:	Real estate business. Valuation. Financial risk management. Economics > Computer programs. Finance. Real Estate Economics. Investment Appraisal. Risk Management. Computational Economics. Financial Economics.
Truy cập trực tuyến:	https://doi.org/10.1007/978-3-031-15286-3
Định dạng:	Điện tử Sách

Mục lục:

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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