{"product_id":"advanced-reit-portfolio-optimization-w-brent-lindquist-9783031152856","title":"Advanced Reit Portfolio Optimization: Innovative Tools for Risk Management","description":"\u003cp\u003eThis 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: \u003c\/p\u003e\u003cul\u003e \u003cli\u003eportfolio optimization using both historic and predictive return estimation;\u003c\/li\u003e \u003cli\u003emodel backtesting;\u003c\/li\u003e a complete spectrum of risk assessment and management tools with an emphasis on early warning systems, risk budgeting, estimating tail risk, and factor analysis; \u003cli\u003ederivative valuation;\u003c\/li\u003e \u003cli\u003eand incorporating ESG ratings into REIT investment.\u003c\/li\u003e \u003c\/ul\u003e\u003cp\u003e 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3031152859\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783031152856\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 11\/10\/2022\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 258\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.23lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.63d\u003c\/p\u003e","brand":"W. Brent Lindquist","offers":[{"title":"Hardcover","offer_id":44072375746815,"sku":"9783031152856","price":69.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_489b043e-cc1b-4b73-bf24-1849a1566314.jpg?v=1685441587","url":"https:\/\/www.whiterainbookhouse.com\/products\/advanced-reit-portfolio-optimization-w-brent-lindquist-9783031152856","provider":"WR Book House","version":"1.0","type":"link"}