Modern Investment Management

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Modern Investment Management

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ISBN: 9780471124108
forfatter: Bob Litterman / Quantitative Resources Group
forlag: Wiley
udgivelsesdato: 2003 -07
sprog: Engelsk
antal sider: 648

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An Equilibrium Approach

Bob Litterman / Quantitative Resources Group   

overblik

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.

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