Mohlo by sa vám tiež páčiť

Viac informácií o knihe Advanced REIT Portfolio Optimization

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 159 bodov

Anotácia knihy

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.

Parametre knihy

• Celý názov: Advanced REIT Portfolio Optimization
• Podnázov: Innovative Tools for Risk Management
• Autor: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu, Abootaleb Shirvani
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 258
• EAN: 9783031152856
• ID: 39504834
• Nakladateľ: Springer, Berlin
• Hmotnosť: 557 g
• Rozmery: 235 × 155 × 21 mm
• Rok vydania: 2022

Obľúbené z iného súdka

---

---

---