Advanced REIT Portfolio Optimization

Chapter 1. The Real Estate Investment Market: The Current State and Why Advances Are Needed.- Chapter 2. The Data.- Chapter 3. Modern Portfolio Theory.- Chapter 4. Historical Portfolio Optimization - Domestic REITs.- Chapter 5. Diversification with International REITs.- Chapter 6. Black-Litterman Optimization Results.- Chapter 7. Dynamic Portfolio Optimization: Beyond MPT.- Chapter 8. Backtesting.- Chapter 9. Diversification with Real Estate Stocks.- Chapter 10. Risk Information and Management.- Chapter 11. Optimization with Performance-Attribution Constraints.- Chapter 12. Option Pricing.- Chapter 13. Inclusion of ESG Ratings in Optimization.- Chapter 14. Inclusion of ESG Ratings in Option Pricing.

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• Propriedade & Real Estate
• Avaliação de riscos
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Real estate investment trusts;Portfolio optimization;Investment risk assessment;Derivative pricing for hedging investment risk;Portfolio investment;REIT investment;Innovative investment tools;Quantitative finance;Risk budgeting;REIT investment;Real Estate Investment Market;Modern portfolio theory;Real estate stocks;Option pricing