Business & Economics Books:

Modern Investment Management

An Equilibrium Approach

Format

Hardback

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Modern Investment Management by Bob Litterman
$277.99
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Description

This text explains and demystifies modern investment theory as applied by one of Wall Street's elite investment banks, Goldman Sachs. The book travels from modern portfolio theory and capital asset pricing to more contemporary issues such as strategic asset allocation, risk budgeting, and active portfolio management.

Author Biography

BOB LITTERMAN is Managing Director and Head of Goldman Sachs Asset Management's Quantitative Resources Group. Bob is the codeveloper, along with the late Fischer Black, of the Black-Litterman Global Asset Allocation Model. As the head of the Quantitative Resources Group, Bob oversees two portfolio management teams, Quantitative Equities and Quantitative Strategies, a research and strategy team, Global Investment Strategies, and a risk modeling group called PACE (Portfolio Analysis and Construction Environment). Together, these groups include over ninety professionals and manage over $45 billion in assets as of December 31, 2002.
Release date NZ
August 8th, 2003
Country of Publication
United States
Imprint
John Wiley & Sons Inc
Pages
648
Series
Dimensions
186x262x38
ISBN-13
9780471124108
Product ID
2667476

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