Advanced REIT Portfolio Optimization

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

in Dynamic Modeling and Econometrics in Economics and Finance from Springer, currently edited by Stefan Mittnik and Willi Semmler

Date: 2022
ISBN: 978-3-031-15286-3
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Citations: View citations in EconPapers (2)

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Chapters in this book:

Ch Chapter 1 The Real Estate Investment Market: The Current State and Why Advances Are Needed

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 10 Risk Information and Management

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 11 Optimization with Performance-Attribution Constraints

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 12 Option Pricing

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 13 Inclusion of ESG Ratings in Optimization

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 14 Inclusion of ESG Ratings in Option Pricing

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 2 The Data

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 3 Modern Portfolio Theory

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 4 Historical Portfolio Optimization: Domestic REITs

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 5 Diversification with International REITs

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 6 Black–Litterman Optimization Results

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 7 Dynamic Portfolio Optimization: Beyond MPT

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 8 Backtesting

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

Ch Chapter 9 Diversification with Real Estate Stocks

W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani

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DOI: 10.1007/978-3-031-15286-3

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