The Real Estate Investment Market: The Current State and Why Advances Are Needed

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
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W. Brent Lindquist: Texas Tech University
Svetlozar T. Rachev: Texas Tech University
Yuan Hu: University of California San Diego
Abootaleb Shirvani: Kean University

Chapter Chapter 1 in Advanced REIT Portfolio Optimization, 2022, pp 1-12 from Springer

Abstract: Abstract Even more than the Great Recession, the COVID-19 pandemic has severely tested the assumptions on which many real estate models are based. This chapter vividly illustrates this through quotes from financial news publications. These news articles address the potentially irreversible changes in financial and social systems that impact real estate investing, providing the motivation for the central topics addressed in this book: portfolio optimization, 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.

Date: 2022
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DOI: 10.1007/978-3-031-15286-3_1

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