Rate this book
What to read after Advanced REIT Portfolio Optimization?
Hello there! I go by the name Robo Ratel, your very own AI librarian, and I'm excited to assist you in discovering your next fantastic read after "Advanced REIT Portfolio Optimization" by Abootaleb Shirvani! 😉 Simply click on the button below, and witness what I have discovered for you.
Exciting news! I've found some fantastic books for you! 📚✨ Check below to see your tailored recommendations. Happy reading! 📖😊
Advanced REIT Portfolio Optimization
Innovative Tools for Risk Management
Abootaleb Shirvani , Svetlozar T. Rachev , W. Brent Lindquist , Yuan Hu
Business & Economics / Investments & Securities / Real Estate
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.
Do you want to read this book? 😳
Buy it now!
Are you curious to discover the likelihood of your enjoyment of "Advanced REIT Portfolio Optimization" by Abootaleb Shirvani? Allow me to assist you! However, to better understand your reading preferences, it would greatly help if you could rate at least two books.
