株式会社極東書店トップ ＞ 商品一覧 ＞ Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management. 2022 ed.
商品詳細
Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management. 2022 ed.
・ISBN 978-3-031-15288-7 paper EUR 59.99
￥16,034.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Lindquist, W. Brent / Rachev, Svetlozar T. / Hu, Yuan / Shirvani, Abootaleb, |
|---|---|
| シリーズ | (Dynamic Modeling and Econometrics in Economics and Finance) |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2023 |
| ページ数 | 258 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A01-90926＞ |
解説
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.