Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer International Publishing AG
2022
|
| Ausgabe: | 1st ed |
| Schriftenreihe: | Dynamic Modeling and Econometrics in Economics and Finance Series
v.30 |
| Schlagworte: | |
| Online-Zugang: | HWR01 |
| Beschreibung: | Description based on publisher supplied metadata and other sources |
| Beschreibung: | 1 Online-Ressource (268 Seiten) |
| ISBN: | 9783031152863 |
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| 245 | 1 | 0 | |a Advanced REIT Portfolio Optimization |b Innovative Tools for Risk Management |
| 250 | |a 1st ed | ||
| 264 | 1 | |a Cham |b Springer International Publishing AG |c 2022 | |
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| 505 | 8 | |a Intro -- Foreword -- About This Book -- Contents -- Abbreviations -- Chapter 1: The Real Estate Investment Market: The Current State and Why Advances Are Needed -- References -- Chapter 2: The Data -- 2.1 REIT Asset Descriptions -- 2.1.1 Domestic REITs -- 2.1.2 International REITs -- 2.2 Real Estate Stock Descriptions -- 2.3 Benchmarks -- 2.3.1 Indices -- 2.3.2 Exchange Traded Funds -- 2.3.3 Mutual Funds -- 2.4 Additional Assets and Indices -- 2.5 Data Observations -- References -- Chapter 3: Modern Portfolio Theory -- 3.1 Return Time Series -- 3.2 MPT-Based Portfolios -- 3.2.1 Markowitz Mean-Variance Portfolio -- 3.2.2 Capital Market Line and the Markowitz Mean-Variance Tangent Portfolio -- 3.2.3 CVaR-Minimizing Portfolios -- 3.2.4 Capital Market Line and the CVaRα Tangent Portfolio -- 3.2.5 Criticisms of Mean-Variance Optimization -- 3.3 Black-Litterman Model -- 3.4 Historical Optimization -- References -- Chapter 4: Historical Portfolio Optimization: Domestic REITs -- 4.1 Basic Strategies, Price, and Return Performance -- 4.1.1 Long-Only Strategy -- 4.1.2 Jacobs et al. Long-Short Strategy -- 4.1.3 Lo-Patel Long-Short Strategy -- 4.1.4 Long-Short Momentum Strategy -- 4.2 Performance Under Turnover Constraints -- 4.3 Performance-Risk Measures -- 4.4 Observations -- References -- Chapter 5: Diversification with International REITs -- 5.1 International Portfolio Performance -- 5.1.1 Long-Only International Portfolios -- 5.1.2 Jacobs et al. Long-Short International Portfolios -- 5.1.3 Lo-Patel Long-Short International Portfolios -- 5.2 Global Portfolio Performance -- 5.2.1 Long-Only Global Portfolios -- 5.2.2 Jacobs et al. Long-Short Global Portfolios -- References -- Chapter 6: Black-Litterman Optimization Results -- 6.1 Domestic Portfolios -- 6.2 Global Portfolios -- Chapter 7: Dynamic Portfolio Optimization: Beyond MPT. | |
| 505 | 8 | |a 7.1 Dynamic Optimization -- 7.1.1 ARMA(1,1)-GARCH(1,1) with Student's t-Distribution -- 7.1.2 Multivariate t-Distribution and t-Copulas -- 7.1.3 Generation of Dynamic Returns -- 7.1.4 Combining the Dynamic Approach with Black-Litterman Optimization -- 7.2 Portfolio Optimization Using Dynamic Returns -- 7.2.1 Dynamic Long-Only Portfolios -- 7.2.2 Dynamic Jacobs et al. Long-Short Portfolios -- 7.2.3 Dynamic Lo-Patel Long-Short Portfolios -- 7.3 Dynamic Optimization with the Black-Litterman Model -- References -- Chapter 8: Backtesting -- 8.1 VaR Tests -- 8.1.1 Binomial Test -- 8.1.2 Traffic Light Test -- 8.1.3 Kupiec's Tests -- 8.1.4 Christoffersen's Tests -- 8.1.5 Haas's Tests -- 8.2 Backtest Results -- 8.2.1 Historical Optimization -- 8.2.2 Dynamic Optimizations -- References -- Chapter 9: Diversification with Real Estate Stocks -- Chapter 10: Risk Information and Management -- 10.1 Early Warning Systems -- 10.1.1 Chow Test for a Structural Break -- 10.1.2 Early Warning Based on Tail-Loss Ratio -- 10.1.3 Early Warning Based on Mahalanobis Distance -- 10.1.3.1 Copulas -- 10.1.3.2 Mahalanobis Distance -- 10.2 Asset Weighting -- 10.3 Risk Budgets: Incremental and Component Risk -- 10.3.1 Incremental, Marginal, and Component VaR -- 10.3.2 Computing VaR, IVaR, MVaR, and ciVaR -- 10.3.3 Portfolio Results -- 10.4 Factor Analysis -- References -- Chapter 11: Optimization with Performance-Attribution Constraints -- 11.1 Performance-Attribute Constraints -- 11.2 Application to Domestic REIT Portfolio -- References -- Chapter 12: Option Pricing -- 12.1 Double Subordinated Pricing Models -- 12.2 Option Pricing Under the Double Subordinated IG Model -- 12.3 Empirical Example -- 12.3.1 Choice of a and vmax -- 12.3.2 Option Price and Implied Volatility Surfaces -- 12.4 Volatility Measures -- Appendix 1 -- Appendix 2 -- References | |
| 505 | 8 | |a Chapter 13: Inclusion of ESG Ratings in Optimization -- 13.1 REIT ESG Data -- 13.2 ESG-Valued Returns -- 13.3 ESG-Valued Optimization -- 13.4 The ESG Efficient Frontier -- 13.5 ESG-Valued Tangent Portfolios -- 13.5.1 Tangent Portfolio Performance over Time -- 13.6 ESG-Valued Reward-Risk Measures -- References -- Chapter 14: Inclusion of ESG Ratings in Option Pricing -- 14.1 Discrete Return Binomial Pricing Model -- 14.2 ESG-Valued Return Binomial Pricing Model -- 14.3 ESG-Valued Option Pricing Using a REIT Portfolio as the Underlying -- References | |
| 650 | 4 | |a Financial risk management | |
| 700 | 1 | |a Rachev, Svetlozar T. |e Sonstige |4 oth | |
| 700 | 1 | |a Hu, Yuan |e Sonstige |4 oth | |
| 700 | 1 | |a Shirvani, Abootaleb |e Sonstige |4 oth | |
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Datensatz im Suchindex
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| author | Lindquist, W. Brent |
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| author_variant | w b l wb wbl |
| building | Verbundindex |
| bvnumber | BV049408756 |
| classification_rvk | QK 530 |
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| contents | Intro -- Foreword -- About This Book -- Contents -- Abbreviations -- Chapter 1: The Real Estate Investment Market: The Current State and Why Advances Are Needed -- References -- Chapter 2: The Data -- 2.1 REIT Asset Descriptions -- 2.1.1 Domestic REITs -- 2.1.2 International REITs -- 2.2 Real Estate Stock Descriptions -- 2.3 Benchmarks -- 2.3.1 Indices -- 2.3.2 Exchange Traded Funds -- 2.3.3 Mutual Funds -- 2.4 Additional Assets and Indices -- 2.5 Data Observations -- References -- Chapter 3: Modern Portfolio Theory -- 3.1 Return Time Series -- 3.2 MPT-Based Portfolios -- 3.2.1 Markowitz Mean-Variance Portfolio -- 3.2.2 Capital Market Line and the Markowitz Mean-Variance Tangent Portfolio -- 3.2.3 CVaR-Minimizing Portfolios -- 3.2.4 Capital Market Line and the CVaRα Tangent Portfolio -- 3.2.5 Criticisms of Mean-Variance Optimization -- 3.3 Black-Litterman Model -- 3.4 Historical Optimization -- References -- Chapter 4: Historical Portfolio Optimization: Domestic REITs -- 4.1 Basic Strategies, Price, and Return Performance -- 4.1.1 Long-Only Strategy -- 4.1.2 Jacobs et al. Long-Short Strategy -- 4.1.3 Lo-Patel Long-Short Strategy -- 4.1.4 Long-Short Momentum Strategy -- 4.2 Performance Under Turnover Constraints -- 4.3 Performance-Risk Measures -- 4.4 Observations -- References -- Chapter 5: Diversification with International REITs -- 5.1 International Portfolio Performance -- 5.1.1 Long-Only International Portfolios -- 5.1.2 Jacobs et al. Long-Short International Portfolios -- 5.1.3 Lo-Patel Long-Short International Portfolios -- 5.2 Global Portfolio Performance -- 5.2.1 Long-Only Global Portfolios -- 5.2.2 Jacobs et al. Long-Short Global Portfolios -- References -- Chapter 6: Black-Litterman Optimization Results -- 6.1 Domestic Portfolios -- 6.2 Global Portfolios -- Chapter 7: Dynamic Portfolio Optimization: Beyond MPT. 7.1 Dynamic Optimization -- 7.1.1 ARMA(1,1)-GARCH(1,1) with Student's t-Distribution -- 7.1.2 Multivariate t-Distribution and t-Copulas -- 7.1.3 Generation of Dynamic Returns -- 7.1.4 Combining the Dynamic Approach with Black-Litterman Optimization -- 7.2 Portfolio Optimization Using Dynamic Returns -- 7.2.1 Dynamic Long-Only Portfolios -- 7.2.2 Dynamic Jacobs et al. Long-Short Portfolios -- 7.2.3 Dynamic Lo-Patel Long-Short Portfolios -- 7.3 Dynamic Optimization with the Black-Litterman Model -- References -- Chapter 8: Backtesting -- 8.1 VaR Tests -- 8.1.1 Binomial Test -- 8.1.2 Traffic Light Test -- 8.1.3 Kupiec's Tests -- 8.1.4 Christoffersen's Tests -- 8.1.5 Haas's Tests -- 8.2 Backtest Results -- 8.2.1 Historical Optimization -- 8.2.2 Dynamic Optimizations -- References -- Chapter 9: Diversification with Real Estate Stocks -- Chapter 10: Risk Information and Management -- 10.1 Early Warning Systems -- 10.1.1 Chow Test for a Structural Break -- 10.1.2 Early Warning Based on Tail-Loss Ratio -- 10.1.3 Early Warning Based on Mahalanobis Distance -- 10.1.3.1 Copulas -- 10.1.3.2 Mahalanobis Distance -- 10.2 Asset Weighting -- 10.3 Risk Budgets: Incremental and Component Risk -- 10.3.1 Incremental, Marginal, and Component VaR -- 10.3.2 Computing VaR, IVaR, MVaR, and ciVaR -- 10.3.3 Portfolio Results -- 10.4 Factor Analysis -- References -- Chapter 11: Optimization with Performance-Attribution Constraints -- 11.1 Performance-Attribute Constraints -- 11.2 Application to Domestic REIT Portfolio -- References -- Chapter 12: Option Pricing -- 12.1 Double Subordinated Pricing Models -- 12.2 Option Pricing Under the Double Subordinated IG Model -- 12.3 Empirical Example -- 12.3.1 Choice of a and vmax -- 12.3.2 Option Price and Implied Volatility Surfaces -- 12.4 Volatility Measures -- Appendix 1 -- Appendix 2 -- References Chapter 13: Inclusion of ESG Ratings in Optimization -- 13.1 REIT ESG Data -- 13.2 ESG-Valued Returns -- 13.3 ESG-Valued Optimization -- 13.4 The ESG Efficient Frontier -- 13.5 ESG-Valued Tangent Portfolios -- 13.5.1 Tangent Portfolio Performance over Time -- 13.6 ESG-Valued Reward-Risk Measures -- References -- Chapter 14: Inclusion of ESG Ratings in Option Pricing -- 14.1 Discrete Return Binomial Pricing Model -- 14.2 ESG-Valued Return Binomial Pricing Model -- 14.3 ESG-Valued Option Pricing Using a REIT Portfolio as the Underlying -- References |
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| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | 1st ed |
| format | Electronic eBook |
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| id | DE-604.BV049408756 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T23:05:37Z |
| indexdate | 2024-07-10T10:06:17Z |
| institution | BVB |
| isbn | 9783031152863 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-034735840 |
| oclc_num | 1350666576 |
| open_access_boolean | |
| owner | DE-2070s |
| owner_facet | DE-2070s |
| physical | 1 Online-Ressource (268 Seiten) |
| psigel | ZDB-30-PQE ZDB-30-PQE HWR_PDA_PQE |
| publishDate | 2022 |
| publishDateSearch | 2022 |
| publishDateSort | 2022 |
| publisher | Springer International Publishing AG |
| record_format | marc |
| series2 | Dynamic Modeling and Econometrics in Economics and Finance Series |
| spelling | Lindquist, W. Brent Verfasser aut Advanced REIT Portfolio Optimization Innovative Tools for Risk Management 1st ed Cham Springer International Publishing AG 2022 ©2022 1 Online-Ressource (268 Seiten) txt rdacontent c rdamedia cr rdacarrier Dynamic Modeling and Econometrics in Economics and Finance Series v.30 Description based on publisher supplied metadata and other sources Intro -- Foreword -- About This Book -- Contents -- Abbreviations -- Chapter 1: The Real Estate Investment Market: The Current State and Why Advances Are Needed -- References -- Chapter 2: The Data -- 2.1 REIT Asset Descriptions -- 2.1.1 Domestic REITs -- 2.1.2 International REITs -- 2.2 Real Estate Stock Descriptions -- 2.3 Benchmarks -- 2.3.1 Indices -- 2.3.2 Exchange Traded Funds -- 2.3.3 Mutual Funds -- 2.4 Additional Assets and Indices -- 2.5 Data Observations -- References -- Chapter 3: Modern Portfolio Theory -- 3.1 Return Time Series -- 3.2 MPT-Based Portfolios -- 3.2.1 Markowitz Mean-Variance Portfolio -- 3.2.2 Capital Market Line and the Markowitz Mean-Variance Tangent Portfolio -- 3.2.3 CVaR-Minimizing Portfolios -- 3.2.4 Capital Market Line and the CVaRα Tangent Portfolio -- 3.2.5 Criticisms of Mean-Variance Optimization -- 3.3 Black-Litterman Model -- 3.4 Historical Optimization -- References -- Chapter 4: Historical Portfolio Optimization: Domestic REITs -- 4.1 Basic Strategies, Price, and Return Performance -- 4.1.1 Long-Only Strategy -- 4.1.2 Jacobs et al. Long-Short Strategy -- 4.1.3 Lo-Patel Long-Short Strategy -- 4.1.4 Long-Short Momentum Strategy -- 4.2 Performance Under Turnover Constraints -- 4.3 Performance-Risk Measures -- 4.4 Observations -- References -- Chapter 5: Diversification with International REITs -- 5.1 International Portfolio Performance -- 5.1.1 Long-Only International Portfolios -- 5.1.2 Jacobs et al. Long-Short International Portfolios -- 5.1.3 Lo-Patel Long-Short International Portfolios -- 5.2 Global Portfolio Performance -- 5.2.1 Long-Only Global Portfolios -- 5.2.2 Jacobs et al. Long-Short Global Portfolios -- References -- Chapter 6: Black-Litterman Optimization Results -- 6.1 Domestic Portfolios -- 6.2 Global Portfolios -- Chapter 7: Dynamic Portfolio Optimization: Beyond MPT. 7.1 Dynamic Optimization -- 7.1.1 ARMA(1,1)-GARCH(1,1) with Student's t-Distribution -- 7.1.2 Multivariate t-Distribution and t-Copulas -- 7.1.3 Generation of Dynamic Returns -- 7.1.4 Combining the Dynamic Approach with Black-Litterman Optimization -- 7.2 Portfolio Optimization Using Dynamic Returns -- 7.2.1 Dynamic Long-Only Portfolios -- 7.2.2 Dynamic Jacobs et al. Long-Short Portfolios -- 7.2.3 Dynamic Lo-Patel Long-Short Portfolios -- 7.3 Dynamic Optimization with the Black-Litterman Model -- References -- Chapter 8: Backtesting -- 8.1 VaR Tests -- 8.1.1 Binomial Test -- 8.1.2 Traffic Light Test -- 8.1.3 Kupiec's Tests -- 8.1.4 Christoffersen's Tests -- 8.1.5 Haas's Tests -- 8.2 Backtest Results -- 8.2.1 Historical Optimization -- 8.2.2 Dynamic Optimizations -- References -- Chapter 9: Diversification with Real Estate Stocks -- Chapter 10: Risk Information and Management -- 10.1 Early Warning Systems -- 10.1.1 Chow Test for a Structural Break -- 10.1.2 Early Warning Based on Tail-Loss Ratio -- 10.1.3 Early Warning Based on Mahalanobis Distance -- 10.1.3.1 Copulas -- 10.1.3.2 Mahalanobis Distance -- 10.2 Asset Weighting -- 10.3 Risk Budgets: Incremental and Component Risk -- 10.3.1 Incremental, Marginal, and Component VaR -- 10.3.2 Computing VaR, IVaR, MVaR, and ciVaR -- 10.3.3 Portfolio Results -- 10.4 Factor Analysis -- References -- Chapter 11: Optimization with Performance-Attribution Constraints -- 11.1 Performance-Attribute Constraints -- 11.2 Application to Domestic REIT Portfolio -- References -- Chapter 12: Option Pricing -- 12.1 Double Subordinated Pricing Models -- 12.2 Option Pricing Under the Double Subordinated IG Model -- 12.3 Empirical Example -- 12.3.1 Choice of a and vmax -- 12.3.2 Option Price and Implied Volatility Surfaces -- 12.4 Volatility Measures -- Appendix 1 -- Appendix 2 -- References Chapter 13: Inclusion of ESG Ratings in Optimization -- 13.1 REIT ESG Data -- 13.2 ESG-Valued Returns -- 13.3 ESG-Valued Optimization -- 13.4 The ESG Efficient Frontier -- 13.5 ESG-Valued Tangent Portfolios -- 13.5.1 Tangent Portfolio Performance over Time -- 13.6 ESG-Valued Reward-Risk Measures -- References -- Chapter 14: Inclusion of ESG Ratings in Option Pricing -- 14.1 Discrete Return Binomial Pricing Model -- 14.2 ESG-Valued Return Binomial Pricing Model -- 14.3 ESG-Valued Option Pricing Using a REIT Portfolio as the Underlying -- References Financial risk management Rachev, Svetlozar T. Sonstige oth Hu, Yuan Sonstige oth Shirvani, Abootaleb Sonstige oth Erscheint auch als Druck-Ausgabe Lindquist, W. Brent Advanced REIT Portfolio Optimization Cham : Springer International Publishing AG,c2022 9783031152856 |
| spellingShingle | Lindquist, W. Brent Advanced REIT Portfolio Optimization Innovative Tools for Risk Management Intro -- Foreword -- About This Book -- Contents -- Abbreviations -- Chapter 1: The Real Estate Investment Market: The Current State and Why Advances Are Needed -- References -- Chapter 2: The Data -- 2.1 REIT Asset Descriptions -- 2.1.1 Domestic REITs -- 2.1.2 International REITs -- 2.2 Real Estate Stock Descriptions -- 2.3 Benchmarks -- 2.3.1 Indices -- 2.3.2 Exchange Traded Funds -- 2.3.3 Mutual Funds -- 2.4 Additional Assets and Indices -- 2.5 Data Observations -- References -- Chapter 3: Modern Portfolio Theory -- 3.1 Return Time Series -- 3.2 MPT-Based Portfolios -- 3.2.1 Markowitz Mean-Variance Portfolio -- 3.2.2 Capital Market Line and the Markowitz Mean-Variance Tangent Portfolio -- 3.2.3 CVaR-Minimizing Portfolios -- 3.2.4 Capital Market Line and the CVaRα Tangent Portfolio -- 3.2.5 Criticisms of Mean-Variance Optimization -- 3.3 Black-Litterman Model -- 3.4 Historical Optimization -- References -- Chapter 4: Historical Portfolio Optimization: Domestic REITs -- 4.1 Basic Strategies, Price, and Return Performance -- 4.1.1 Long-Only Strategy -- 4.1.2 Jacobs et al. Long-Short Strategy -- 4.1.3 Lo-Patel Long-Short Strategy -- 4.1.4 Long-Short Momentum Strategy -- 4.2 Performance Under Turnover Constraints -- 4.3 Performance-Risk Measures -- 4.4 Observations -- References -- Chapter 5: Diversification with International REITs -- 5.1 International Portfolio Performance -- 5.1.1 Long-Only International Portfolios -- 5.1.2 Jacobs et al. Long-Short International Portfolios -- 5.1.3 Lo-Patel Long-Short International Portfolios -- 5.2 Global Portfolio Performance -- 5.2.1 Long-Only Global Portfolios -- 5.2.2 Jacobs et al. Long-Short Global Portfolios -- References -- Chapter 6: Black-Litterman Optimization Results -- 6.1 Domestic Portfolios -- 6.2 Global Portfolios -- Chapter 7: Dynamic Portfolio Optimization: Beyond MPT. 7.1 Dynamic Optimization -- 7.1.1 ARMA(1,1)-GARCH(1,1) with Student's t-Distribution -- 7.1.2 Multivariate t-Distribution and t-Copulas -- 7.1.3 Generation of Dynamic Returns -- 7.1.4 Combining the Dynamic Approach with Black-Litterman Optimization -- 7.2 Portfolio Optimization Using Dynamic Returns -- 7.2.1 Dynamic Long-Only Portfolios -- 7.2.2 Dynamic Jacobs et al. Long-Short Portfolios -- 7.2.3 Dynamic Lo-Patel Long-Short Portfolios -- 7.3 Dynamic Optimization with the Black-Litterman Model -- References -- Chapter 8: Backtesting -- 8.1 VaR Tests -- 8.1.1 Binomial Test -- 8.1.2 Traffic Light Test -- 8.1.3 Kupiec's Tests -- 8.1.4 Christoffersen's Tests -- 8.1.5 Haas's Tests -- 8.2 Backtest Results -- 8.2.1 Historical Optimization -- 8.2.2 Dynamic Optimizations -- References -- Chapter 9: Diversification with Real Estate Stocks -- Chapter 10: Risk Information and Management -- 10.1 Early Warning Systems -- 10.1.1 Chow Test for a Structural Break -- 10.1.2 Early Warning Based on Tail-Loss Ratio -- 10.1.3 Early Warning Based on Mahalanobis Distance -- 10.1.3.1 Copulas -- 10.1.3.2 Mahalanobis Distance -- 10.2 Asset Weighting -- 10.3 Risk Budgets: Incremental and Component Risk -- 10.3.1 Incremental, Marginal, and Component VaR -- 10.3.2 Computing VaR, IVaR, MVaR, and ciVaR -- 10.3.3 Portfolio Results -- 10.4 Factor Analysis -- References -- Chapter 11: Optimization with Performance-Attribution Constraints -- 11.1 Performance-Attribute Constraints -- 11.2 Application to Domestic REIT Portfolio -- References -- Chapter 12: Option Pricing -- 12.1 Double Subordinated Pricing Models -- 12.2 Option Pricing Under the Double Subordinated IG Model -- 12.3 Empirical Example -- 12.3.1 Choice of a and vmax -- 12.3.2 Option Price and Implied Volatility Surfaces -- 12.4 Volatility Measures -- Appendix 1 -- Appendix 2 -- References Chapter 13: Inclusion of ESG Ratings in Optimization -- 13.1 REIT ESG Data -- 13.2 ESG-Valued Returns -- 13.3 ESG-Valued Optimization -- 13.4 The ESG Efficient Frontier -- 13.5 ESG-Valued Tangent Portfolios -- 13.5.1 Tangent Portfolio Performance over Time -- 13.6 ESG-Valued Reward-Risk Measures -- References -- Chapter 14: Inclusion of ESG Ratings in Option Pricing -- 14.1 Discrete Return Binomial Pricing Model -- 14.2 ESG-Valued Return Binomial Pricing Model -- 14.3 ESG-Valued Option Pricing Using a REIT Portfolio as the Underlying -- References Financial risk management |
| title | Advanced REIT Portfolio Optimization Innovative Tools for Risk Management |
| title_auth | Advanced REIT Portfolio Optimization Innovative Tools for Risk Management |
| title_exact_search | Advanced REIT Portfolio Optimization Innovative Tools for Risk Management |
| title_exact_search_txtP | Advanced REIT Portfolio Optimization Innovative Tools for Risk Management |
| title_full | Advanced REIT Portfolio Optimization Innovative Tools for Risk Management |
| title_fullStr | Advanced REIT Portfolio Optimization Innovative Tools for Risk Management |
| title_full_unstemmed | Advanced REIT Portfolio Optimization Innovative Tools for Risk Management |
| title_short | Advanced REIT Portfolio Optimization |
| title_sort | advanced reit portfolio optimization innovative tools for risk management |
| title_sub | Innovative Tools for Risk Management |
| topic | Financial risk management |
| topic_facet | Financial risk management |
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