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001451122 001__ 1451122
001451122 003__ OCoLC
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001451122 019__ $$a1350689659$$a1355226470
001451122 020__ $$a9783031152863$$q(electronic bk.)
001451122 020__ $$a3031152867$$q(electronic bk.)
001451122 020__ $$z9783031152856
001451122 020__ $$z3031152859
001451122 0247_ $$a10.1007/978-3-031-15286-3$$2doi
001451122 035__ $$aSP(OCoLC)1350666576
001451122 040__ $$aYDX$$beng$$erda$$epn$$cYDX$$dGW5XE$$dEBLCP$$dN$T$$dVLB$$dOCLCF$$dSFB$$dUKAHL
001451122 049__ $$aISEA
001451122 050_4 $$aHG4529.5$$bL56 2022eb
001451122 08204 $$a332.6$$223/eng/20221116
001451122 1001_ $$aLindquist, W. Brent,$$d1953-$$eauthor.$$1https://isni.org/isni/0000000083012330
001451122 24510 $$aAdvanced REIT portfolio optimization :$$binnovative tools for risk management /$$cW. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu, Abootaleb Shirvani.
001451122 264_1 $$aCham :$$bSpringer,$$c[2022]
001451122 264_4 $$c©2022
001451122 300__ $$a1 online resource (xiv, 258 pages : illustrations).
001451122 336__ $$atext$$btxt$$2rdacontent
001451122 337__ $$acomputer$$bc$$2rdamedia
001451122 338__ $$aonline resource$$bcr$$2rdacarrier
001451122 4901_ $$aDynamic modeling and econometrics in economics and finance ;$$vvolume 30
001451122 504__ $$aIncludes bibliographical references.
001451122 50500 $$tThe Real Estate Investment Market: The Current State and Why Advances Are Needed --$$tThe Data --$$tModern Portfolio Theory --$$tModern portfolio theory --$$tDiversification with International REITs --$$tBlack-Litterman Optimization Results --$$tDynamic Portfolio Optimization: Beyond MPT --$$tBacktesting --$$tDiversification with Real Estate Stocks --$$tRisk Information and Management --$$tOptimization with performance-attribution constraints --$$tOption pricing --$$tInclusion of ESG ratings in optimization --$$tInclusion of ESG ratings in option pricing.
001451122 506__ $$aAccess limited to authorized users.
001451122 520__ $$aThis 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.
001451122 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed November 16, 2022).
001451122 650_0 $$aPortfolio management.
001451122 650_0 $$aPortfolio management$$xMathematical models.
001451122 650_0 $$aFinancial risk management.
001451122 655_0 $$aElectronic books.
001451122 7001_ $$aRachev, S. T.$$q(Svetlozar Todorov),$$eauthor.$$1https://isni.org/isni/0000000109057335
001451122 7001_ $$aHu, Yuan,$$eauthor.
001451122 7001_ $$aShirvani, Abootaleb,$$eauthor.
001451122 77608 $$iPrint version:$$z3031152859$$z9783031152856$$w(OCoLC)1336702584
001451122 830_0 $$aDynamic modeling and econometrics in economics and finance ;$$vv. 30.
001451122 852__ $$bebk
001451122 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-031-15286-3$$zOnline Access$$91397441.1
001451122 909CO $$ooai:library.usi.edu:1451122$$pGLOBAL_SET
001451122 980__ $$aBIB
001451122 980__ $$aEBOOK
001451122 982__ $$aEbook
001451122 983__ $$aOnline
001451122 994__ $$a92$$bISE