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

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

Softcover

ISBN 10: 3031152875 ISBN 13: 9783031152870

Publisher: Springer, 2022

Synopsis

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.

Edition details

• Publisher: Springer
• Publication date: 2022
• Language: English
• ISBN 10: 3031152875
• ISBN 13: 9783031152870
• Binding: Paperback
• Number of pages: 274