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The Real Estate Investment Market: The Current State and Why Advances Are Needed

In: Advanced REIT Portfolio Optimization

Author

Listed:
  • W. Brent Lindquist

    (Texas Tech University)

  • Svetlozar T. Rachev

    (Texas Tech University)

  • Yuan Hu

    (University of California San Diego)

  • Abootaleb Shirvani

    (Kean University)

Abstract

Even more than the Great Recession, the COVID-19 pandemic has severely tested the assumptions on which many real estate models are based. This chapter vividly illustrates this through quotes from financial news publications. These news articles address the potentially irreversible changes in financial and social systems that impact real estate investing, providing the motivation for the central topics addressed in this book: portfolio optimization, backtesting, risk management, option pricing to enable hedging strategies, and the incorporation of ESG considerations into real estate investing. Critically, these topics are presented under a unified rational finance framework, solely in the context of the real estate investment market, using model portfolios of REIT-based assets.

Suggested Citation

  • W. Brent Lindquist & Svetlozar T. Rachev & Yuan Hu & Abootaleb Shirvani, 2022. "The Real Estate Investment Market: The Current State and Why Advances Are Needed," Dynamic Modeling and Econometrics in Economics and Finance, in: Advanced REIT Portfolio Optimization, chapter 0, pages 1-12, Springer.
    • Handle: RePEc:spr:dymchp:978-3-031-15286-3_1
    DOI: 10.1007/978-3-031-15286-3_1
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