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Advanced REIT Portfolio Optimization

2022-11-09 Business & Economics
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Release : 2022-11-09
Genre : Business & Economics
Kind : eBook
Book Rating : 867/5 ( reviews)

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Book Synopsis Advanced REIT Portfolio Optimization by : W. Brent Lindquist

Download or read book Advanced REIT Portfolio Optimization written by W. Brent Lindquist. This book was released on 2022-11-09. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Mastering REIT Investments

2024-02-29 Business & Economics
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Release : 2024-02-29
Genre : Business & Economics
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Mastering REIT Investments by : Jim Pellerin

Download or read book Mastering REIT Investments written by Jim Pellerin. This book was released on 2024-02-29. Available in PDF, EPUB and Kindle. Book excerpt: Real Estate Investment Trusts (REITs) have emerged as a popular and accessible avenue for individuals to participate in the real estate market without the burdens of direct property ownership. At its core, a Real Estate Investment Trust (REIT) is a company that owns, operates, or finances income-generating real estate. The concept of REITs was introduced in the United States in 1960 as a way to provide individuals with the opportunity to invest in large-scale, income-producing real estate without having to buy, manage, or finance properties directly. Topics Covered Chapter 1: Introduction to REIT Investing Chapter 2: Types of REITs Chapter 3: How REITs Work Chapter 4: Assessing Risks in REIT Investing Chapter 5: Getting Started with REIT Investing Chapter 6: Evaluating REITs Chapter 7: Creating a Passive Income Stream Chapter 8: Tax Considerations for REIT Investors Chapter 9: Monitoring and Adjusting Your REIT Portfolio Chapter 10: Advanced REIT Strategies Conclusion: The Future of REIT Investing

Portfolio Optimization of Global Reits Returns

2017
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Release : 2017
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Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Portfolio Optimization of Global Reits Returns by : Roengchai Tansuchat

Download or read book Portfolio Optimization of Global Reits Returns written by Roengchai Tansuchat. This book was released on 2017. Available in PDF, EPUB and Kindle. Book excerpt: Pacific, Europe, USA, and emerging markets with multivariate t copula based on GARCH model, and to measure portfolio risk with value at risk (VaR) and component VaR (CVaR). The 1,454 REIT price index return observations were collected from 1 Dec 2009 to 29 June 2015 and calculated based on a continuous compound basis. The empirical results showed that the estimated equations of USA, Europe and emerging REIT index returns were ARMA(2,2)-GARCH(1,1), while ASIA-Pacific was ARMA(3,3)-GARCH(1,1). The coefficients of t distribution of these equations were also statistically significant at 1%, meaning the assumption of t distribution for ARMA-GARCH estimation was reasonable. Then, the multivariate t copula was used to construct an optimized portfolio for high dimensional risk management. The Monte Carlo simulation was applied in order to construct the optimized portfolio by using the mean-CVaR model at the given significance level of 5% and to obtain the efficient frontier of the portfolio under different expected returns. Finally, the optimal weights of the portfolio were obtained with the various expected returns in frontier.

The Value of Real Estate Investment Trust Allocations to Multi-Asset Portfolio Optimization in Expanding and Contracting Economic Environments

2014 Portfolio management
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Release : 2014
Genre : Portfolio management
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Book Synopsis The Value of Real Estate Investment Trust Allocations to Multi-Asset Portfolio Optimization in Expanding and Contracting Economic Environments by : Carly Jane Zapernick

Download or read book The Value of Real Estate Investment Trust Allocations to Multi-Asset Portfolio Optimization in Expanding and Contracting Economic Environments written by Carly Jane Zapernick. This book was released on 2014. Available in PDF, EPUB and Kindle. Book excerpt:

Global Real Estate Investment Trusts

2012-01-17 Business & Economics
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Release : 2012-01-17
Genre : Business & Economics
Kind : eBook
Book Rating : 220/5 ( reviews)

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Book Synopsis Global Real Estate Investment Trusts by : David Parker

Download or read book Global Real Estate Investment Trusts written by David Parker. This book was released on 2012-01-17. Available in PDF, EPUB and Kindle. Book excerpt: As real estate investment trusts continue to grow exponentially in Asia and Europe - being already well established in the USA and Australasia - a comprehensive guide to the issues involved in REIT property investment decision making is badly needed. This book draws together the most recent developments in REIT management from academic research and professional practice. It is based on current, original academic research, including structured interviews with the managers of a wide range of different types of REITs as well as the research and publications of others, together with the author's 25 years experience in REIT management. It provides a theoretically robust and practically relevant up to date guide to the property investment decision making process for REITs. Presenting new insights, the author breaks the REIT property investment decision making process down into three phases comprising six stages with 30 sequential steps. Each chapter focuses on one stage of the property investment decision making process and introduces the key people in the REIT management team relevant to the activities in that chapter. The theory and principles are considered and illustrated by application to Super REIT, a $15bn diversified REIT. Global Real Estate Investment Trusts: People, Process and Management fuses not only how REITs should undertake property investment decision making - based on how it is undertaken and the underlying property theory, capital market theory and finance theory - but also why each part of the decision making process is important. This book provides the first sole-authored scholarly work specifically on REITs as a business enterprise and REIT property investment decision making as an holistic and cyclical process. The focus is on principles, making it relevant in each of the four major REIT markets around the world: USA, Europe, Asia and Australasia. An essential book for REIT managers and all those practising professionals involved in the REIT industry - including property practitioners, researchers, lawyers, accountants, bankers and directors around the world.

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