{"product_id":"9783031152856","title":"Dynamic Modeling and Econometrics in Economics and Finance: Innovative Tools for Risk Management","description":"\u003ch1\u003eDynamic Modeling and Econometrics in Economics and Finance: Innovative Tools for Risk Management\u003c\/h1\u003e \u003ch2\u003eLindquist, W. Brent; Rachev, Svetlozar T.; Hu, Yuan; Shirvani, Abootaleb\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis 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:\u003c\/p\u003e\u003cul\u003e  \u003cli\u003eportfolio optimization using      both historic and predictive return estimation;\u003c\/li\u003e  \u003cli\u003emodel backtesting;\u003c\/li\u003e  a complete spectrum of risk      assessment and management tools with an emphasis on early warning systems,      risk budgeting, estimating tail risk, and factor analysis;  \u003cli\u003ederivative valuation;\u003c\/li\u003e  \u003cli\u003eand incorporating ESG ratings      into REIT investment.\u003c\/li\u003e \u003c\/ul\u003e\u003cp\u003e 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.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2022-11-10\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9783031152856\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-031-15286-3\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 258\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":44806327763084,"sku":"9783031152856","price":62.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783031152856.jpg?v=1777376965","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783031152856","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}