標題: Titlebook: Advanced REIT Portfolio Optimization; Innovative Tools for W. Brent Lindquist,Svetlozar T. Rachev,Abootaleb S Book 2022 The Editor(s) (if a [打印本頁] 作者: hector 時間: 2025-3-21 17:34
書目名稱Advanced REIT Portfolio Optimization影響因子(影響力)
作者: 羊齒 時間: 2025-3-21 21:58 作者: Disk199 時間: 2025-3-22 04:29
Book 2022asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT investment, including:..portfolio optimization usingboth historic and predictive return estimation;..model backtesting;.a complete spectrum of riskassessme作者: pessimism 時間: 2025-3-22 05:04 作者: 平靜生活 時間: 2025-3-22 11:11 作者: 多山 時間: 2025-3-22 14:10 作者: Figate 時間: 2025-3-22 20:56
U. Hacker-Klom,W. G?hde,J. Schumannptimization. The results are analyzed in terms of price and reward-to-risk performance measures. Performance improvement is then characterized in terms of the attribution measure used as the constraint, the optimization method, and the level of turnover constraint.作者: 共同確定為確 時間: 2025-3-23 00:04
Martino Grandolfo,Paolo Vecchia parameter. The discrete option pricing framework enables the incorporation of microeconomic features such as the presence of informed traders, and assessment of option trader views on spot market direction.作者: dendrites 時間: 2025-3-23 03:58
Biological Control: Measures of Successn, backtesting, risk management, option pricing to enable hedging strategies, and the incorporation of ESG considerations into real estate investing. Critically, these topics are presented under a unified rational finance framework, solely in the context of the real estate investment market, using model portfolios of REIT-based assets.作者: Amendment 時間: 2025-3-23 08:32
G. R. Port,D. M. Glen,W. O. C. Symondsonormance of our prototype portfolios consist of REIT market indices, REIT-based ETFs, a REIT-based mutual fund, and a general market ETF. Price data for all assets was obtained from Bloomberg Professional Services, with the notable exception of data for two of the REIT market indices, which came from the Federal Reserve Bank of St. Louis.作者: 背叛者 時間: 2025-3-23 12:48
https://doi.org/10.1007/978-3-319-30391-8 and the capital market line; minimization of the conditional value-at-risk, a tail-risk measure replacing the variance; and the Black–Litterman model, designed to address issues appearing in mean variance optimization. The classical implementation of these optimization techniques using moving windows of historical asset return data is developed.作者: 生氣地 時間: 2025-3-23 17:00 作者: excrete 時間: 2025-3-23 20:56 作者: 小官 時間: 2025-3-24 01:53 作者: 從容 時間: 2025-3-24 03:32
F. J. Otto,H. Oldiges,V. K. Jaincts of asset prices, increasing the accuracy of option prices. This chapter details the application of a double subordinated model to capture the mean, variance, skewness, and kurtosis, as well as intrinsic time features of the return process for one of the optimized domestic REIT portfolios.作者: Amendment 時間: 2025-3-24 10:20 作者: Dna262 時間: 2025-3-24 12:42 作者: Processes 時間: 2025-3-24 18:38 作者: Salivary-Gland 時間: 2025-3-24 22:13 作者: 持續(xù) 時間: 2025-3-24 23:13 作者: Blood-Vessels 時間: 2025-3-25 06:42
Modern Portfolio Theory,class I or MHC class II molecules complexed with appropriate peptides which are expressed on antigen presenting cells (APC) [1]. This activation is also significantly influenced by the T-cell coreceptor molecules, CD8 for MHC-I restricted and CD4 for MHC-II restricted cells, as well as other accesso作者: Indelible 時間: 2025-3-25 08:10
Diversification with International REITs,de complexity and the risk of error. Furthermore, C++ compiles highly efficient native code. This unique and effective combination makes C++ well-suited for programming microcontroller systems that require compact size, high performance and safety-critical reliability..With this book, Chris Kormanyo作者: Between 時間: 2025-3-25 12:42
,Black–Litterman Optimization Results,ed into three parts plus several appendices. Part I provides a foundation for real-time C++ by covering language technologies, including object-oriented methods, template programming and optimization. Next, part II presents detailed descriptions of a variety of C++ components that are widely used in作者: 無畏 時間: 2025-3-25 17:52 作者: 繁殖 時間: 2025-3-25 23:27 作者: ferment 時間: 2025-3-26 03:52 作者: Protein 時間: 2025-3-26 04:38
Optimization with Performance-Attribution Constraints, der wirtschaftlichsten Nutzungsformen der Ackerfl?che dar. Das Endprodukt dieses ist der Zucker..Steigende Verbraucherinformationen, immer restriktivere Vorgaben des Gesetzgebers, wachsende Produktionseinheiten und eine immer internationalere Ausrichtung der Marktteilnehmer fordern zur überprüfung 作者: ANT 時間: 2025-3-26 09:58 作者: 史前 時間: 2025-3-26 15:11
Inclusion of ESG Ratings in Option Pricing,lenges and issues that arise when designing real-time hetero.This book discusses several exciting research topics and applications in the intelligent Heterogenous Networks (Het-Net) and Internet of Things (IoT) era. We are resolving significant issues towards realizing the future vision of the Artif作者: insomnia 時間: 2025-3-26 19:54
https://doi.org/10.1007/978-3-031-15286-3Real estate investment trusts; Portfolio optimization; Investment risk assessment; Derivative pricing f作者: 身體萌芽 時間: 2025-3-27 00:50 作者: 和諧 時間: 2025-3-27 02:06
W. Brent Lindquist,Svetlozar T. Rachev,Abootaleb SProvides ‘state of the science’ methods in REIT portfolio investment, risk assessment and management.Incorporates derivative valuation for hedging foreseeable REIT investment risk.Extends the mathemat作者: 允許 時間: 2025-3-27 08:25
Dynamic Modeling and Econometrics in Economics and Financehttp://image.papertrans.cn/a/image/146155.jpg作者: fabricate 時間: 2025-3-27 09:37
Advanced REIT Portfolio Optimization978-3-031-15286-3Series ISSN 1566-0419 Series E-ISSN 2363-8370 作者: eustachian-tube 時間: 2025-3-27 14:05 作者: faultfinder 時間: 2025-3-27 19:48 作者: 圣歌 時間: 2025-3-27 23:08
https://doi.org/10.1007/978-3-319-30391-8 Markowitz’s mean variance optimization and the central concept of the efficient frontier. Extensions to other risk measure optimization methods within the portfolio theory framework are covered, including: tangent portfolio optimization which exploits the relationship between the efficient frontier作者: MOT 時間: 2025-3-28 03:06 作者: 鼓掌 時間: 2025-3-28 10:02 作者: pantomime 時間: 2025-3-28 14:24
Biological Diversity and International Lawporate the returns of a market index. It also incorporates the ability to include subjective views based on investment analyst estimates. As subjective views are specific to the market day and the analyst, the exploration of this model in this chapter is restricted to incorporating market equilibriu作者: restrain 時間: 2025-3-28 16:48 作者: 鑲嵌細工 時間: 2025-3-28 21:14
https://doi.org/10.1007/978-3-030-72961-5ize of the capital requirement is determined by the value-at-risk (VaR) of the portfolio. The VaR exposure is determined through a customary set of tests under a procedure referred to as . This is the subject of this chapter. Eight standard backtests are discussed and applied to historically optimiz作者: 群居男女 時間: 2025-3-29 01:39
U. Hacker-Klom,W. G?hde,J. Schumannical and dynamic optimization, adding the stocks significantly improves the price performance of minimum risk portfolios by reducing the value-at-risk of the portfolios. The reverse holds for the tangent portfolio optimizations, under which adding the stocks dramatically worsens the value-at-risk an作者: 性學院 時間: 2025-3-29 03:41
U. Hacker-Klom,W. G?hde,J. Schumanners the potential to detect structural breaks in a time series and forecast potential distressed market periods. Each risky asset in a portfolio contributes to the overall risk of a portfolio through the asset’s inherent risk as well as the weight assigned to it. Factor analysis is used to identify 作者: Collision 時間: 2025-3-29 07:21 作者: PUT 時間: 2025-3-29 12:59
F. J. Otto,H. Oldiges,V. K. Jaine underlying asset, hence a model for pricing options must couple innately to the model for the underlying asset price. This chapter details option pricing based upon a so-called double subordination price model for the asset. Subordination models offer the ability to include more of the stylized fa作者: Jogging 時間: 2025-3-29 18:38 作者: 碎石頭 時間: 2025-3-29 23:24
Martino Grandolfo,Paolo Vecchiater develops the theory of ESG-valued option pricing using binomial trees employing discrete (rather than continuous) ESG-valued returns. Call option prices are developed using different domestic REIT tangent portfolios as the underlying and their values compared under changes of the ESG affinity pa作者: 魔鬼在游行 時間: 2025-3-30 01:06
Front Mattero choose what is best suited for his/her class. Specifically the following alternatives are available: (a) A one-year course on "Measure and Integration" utilizing Chapters 1 (Sections l. l-1. 3 and 1. 6), 2, 3, 4, portions of 5 (information on Lp spaces), and portions of 7 (left to the discretion o作者: Anal-Canal 時間: 2025-3-30 04:16 作者: alliance 時間: 2025-3-30 11:26 作者: 下垂 時間: 2025-3-30 13:45 作者: MORPH 時間: 2025-3-30 16:44
Diversification with International REITs,ils some of C++’s most powerful language elements, such as class types, templates and the STL, to develop components for microcontroller register access, low-level drivers, custom memory management, embedded containers, multitasking, etc.? Finally, part III describes mathematical methods and generic作者: ROOF 時間: 2025-3-30 21:04 作者: insurgent 時間: 2025-3-31 01:19
Dynamic Portfolio Optimization: Beyond MPT,anguage tutorial, information on the real-time C++ development environment and instructions for building GNU GCC cross-compilers and a microcontroller circuit...For this fourth edition, the most recent specification of C++20 is used throughout the text. Several sections on new C++20 functionality ha
