Modern Investment Management: An Equilibrium Approach

Introduces the modern investment management techniques used by Goldman Sachs asset management to a broad range of institutional and sophisticated investors. * Along with Fischer Black, Bob Litterman created the Black-Litterman asset allocation model, one of the most widely respected and used asset allocation models deployed by institutional investors. * Litterman and his asset management group are often a driving force behind the asset allocation and investment decision-making of the world’s largest 100 pension funds.

Book details

• Author: Bob Litterman
• Publisher: John Wiley & Sons P&T
• Edition: 1st Edition
• eText ISBN: 9780471480655
• Print ISBN: 9780471124108
• Format: Fixed Layout
• Language: en
• Copyright: 2003