Optimization: Beyond MPT -- Chapter 8. Backtesting -- Chapter 9. Diversification with Real Estate Stocks -- Chapter 10. Risk …. Diversification with International REITs -- Chapter 6. Black–Litterman Optimization Results -- Chapter 7. Dynamic Portfolio … and predictive return estimation; model backtesting; a complete spectrum of risk assessment and management tools with an …

risk for a given rate of return or achieving a bigger return for a given level of risk. We use historical data from the … estate market. We observe the maximization of EVA and the expected return maximizing concurrently, but the minimizing risk of … EVA is diversified with the minimization of portfolio risk. We observe that the max weight that a residential asset takes …

features, limitations and potential in relation to ability to manage the investment risk. The book is aimed at graduates who …