Village Green Shopping Centre | Vernon's Premier Shopping Destination
Choice Made Simple!
Too many options?Click below to purchase an online gift card that can be used at participating retailers in Village Green Shopping Centre and continue your shopping IN CENTRE!Purchase Here
Coles Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management at Village Green Shopping Centre in Vernon, BC
*Product information may vary - to confirm product availability, pricing, shipping and return information please contact Coles
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.
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.
Find everything in-store including new, used and children’s books, music, movies, games and toys. Visit Coles today to find the perfect gift, or a novel for yourself. COVID-19 UPDATE: Open | Regular Centre Hours
