000			01554nam a22002057a 4500
999			_c5170 _d5170
005			20230314151637.0
008			230314b ||||| |||| 00| 0 eng d
020			_a9783031152856
082			_a332.63247 _bLIN
100			_aLindquist, W. Brent _911969
245			_aAdvanced RIET portfolio optimization: _binnovative tools for risk management
260			_bSpringer _aSwitzerland _c2022
300			_axiv, 258 p.
365			_aEURO _b59.99
520			_aThis 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.
650			_aREIT Portfolio Optimization _912224
700			_aRachev, Svetlozar T. _912225
700			_aHu, Yuan _912226
942			_2ddc _cBK