Advanced Reit Portfolio Optimization: Innovative Tools for Risk Management

by Svetlozar T. Rachev, W. Brent Lindquist, Yuan hu

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...

• Format: Hardcover
• Language: English
• ISBN: 3031152859
• ISBN13: 9783031152856
• Release Date: November 2022
• Publisher: Springer
• Length: 258 Pages
• Weight: 1.23 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"