Lindquist, W. Brent; Račev, Svetlozar T.; Hu, Yuan; … - 2022
Optimization: Beyond MPT -- Chapter 8. Backtesting -- Chapter 9. Diversification with Real Estate Stocks -- Chapter 10. Risk … 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 …