Advanced REIT Portfolio Optimization : Innovative Tools for Risk Management
- Author
- W. Brent Lindquist
- Publication Year
- 2022
- Publisher
- Springer Cham
- Language
- English
- Document Type
- Book
- Faculty / Subject Heading
- Business Administration
- Download Book Read book
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.
Keywords: Economics and finance / Real Estate Economics / Investment Appraisal / Risk Management / Computational Economics / Financial economics / Real estate investment trusts / Portfolio optimization / Investment risk assessment / Portfolio investment / Innovative investment tools / Quantitative finance / Risk budgeting / Real Estate Investment Market / Modern portfolio theory / Real estate stocks / Option pricing
