Description: Advanced REIT Portfolio Optimization by W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu, Abootaleb Shirvani Estimated delivery 3-12 business days Format Paperback Condition Brand New Description 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). Publisher Description 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. Author Biography Prof. W. Brent Lindquist is a computational mathematician at Texas Tech University (USA). He has developed numerical methods for portfolio optimization, flow in porous media, 3D image analysis, Riemann problems, hierarchy formation in social groups, and quantum electrodynamics. He was a co-founder of a petroleum software company and has commercially licensed his image analysis code.Yuan Hu received her Ph.D. from Texas Tech University (USA) in 2022. Her current research considers approaches to discrete option pricing; risk management and option valuation of crypto assets; and portfolio optimization constrained by performance attribution. She is currently the Stefan E. Warschawski Visiting Assistant Professor in the Department of Mathematics at the University of California San Diego (USA).Dr. Abootaleb Shirvani received his Ph.D. from Texas Tech University (USA) in 2021. His general research interests include financial mathematics, statistics, and actuarial mathematics. He is currently an assistant professor in Statistics and Actuarial Science in the Department of Mathematics at Kean University (USA).Prof. Svetlozar (Zari) Rachev is a Professor at the Department of Mathematics and Statistics at Texas Tech University (USA) and one of the worlds foremost authorities in the application of heavy-tailed distributions in finance. He was a co-founder and President of Bravo Risk Management Group, originator of the Cognity methodology. Bravo was acquired by FinAnalytica, where Zari served as Chief Scientist. Details ISBN 3031152883 ISBN-13 9783031152887 Title Advanced REIT Portfolio Optimization Author W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu, Abootaleb Shirvani Format Paperback Year 2023 Pages 258 Edition 1st Publisher Springer International Publishing AG GE_Item_ID:158857309; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 77.41 USD
Location: Fairfield, Ohio
End Time: 2024-11-21T03:06:38.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9783031152887
Type: NA
Publication Name: NA
Book Title: Advanced Reit Portfolio Optimization : Innovative Tools for Risk Management
Number of Pages: Xiv, 258 Pages
Language: English
Publisher: Springer International Publishing A&G
Topic: Finance / Financial Risk Management, Finance / General, Real Estate / General, Corporate Finance / General
Publication Year: 2023
Illustrator: Yes
Genre: Business & Economics
Item Weight: 14.9 Oz
Author: W. Brent Lindquist, Abootaleb Shirvani, Svetlozar T. Rachev, Yuan Hu
Item Length: 9.3 in
Item Width: 6.1 in
Book Series: Dynamic Modeling and Econometrics in Economics and Finance Ser.
Format: Trade Paperback
