Isbn: 9783031152856 - advanced reit portfolio optimization: innovative tools for risk management: 30 (dynamic modeling and econometrics in economics and finance, 30) (13 resultados)

Condición: New.

Condición: New. In English.

Condición: New.

Condición: New.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

Hardcover. Condición: Brand New. 258 pages. 9.25x6.25x0.75 inches. In Stock.

Condición: New.

Condición: new. Questo è un articolo print on demand.

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 272 pp. Englisch.…

Condición: New. Print on Demand.

Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 pro.…

Condición: New. PRINT ON DEMAND.

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 272 pp. Englisch.…