Titlebook: Advanced REIT Portfolio Optimization; Innovative Tools for W. Brent Lindquist,Svetlozar T. Rachev,Abootaleb S Book 2022 The Editor(s) (if a

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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

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Dynamic Modeling and Econometrics in Economics and Financehttp://image.papertrans.cn/a/image/146155.jpg

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Advanced REIT Portfolio Optimization978-3-031-15286-3Series ISSN 1566-0419 Series E-ISSN 2363-8370

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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

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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