Advanced REIT Portfolio Optimization Innovative Tools for Risk Management /

書目詳細資料
Main Authors:	Lindquist, W. Brent (Author), Rachev, Svetlozar T. (Author), Hu, Yuan (Author), Shirvani, Abootaleb (Author)
企業作者:	SpringerLink (Online service)
總結:	XIV, 258 p. 1 illus. text
語言:	英语
出版:	Cham : Springer International Publishing : Imprint: Springer, 2022.
版:	1st ed. 2022.
叢編:	Dynamic Modeling and Econometrics in Economics and Finance, 30
主題:	Real estate business. Valuation. Financial risk management. Economics > Computer programs. Finance. Real Estate Economics. Investment Appraisal. Risk Management. Computational Economics. Financial Economics.
在線閱讀:	https://doi.org/10.1007/978-3-031-15286-3
格式:	電子電子書

書本目錄:

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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