Modern Investment Management: An Equilibrium Approach
Litterman, Bob; Quantitative Resources Group
ISBN 10: 0471124109 ISBN 13: 9780471124108
Published by Wiley, 2003
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hardcover
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About this Item
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Seller Inventory # Shelfdream0471124109
Synopsis:
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.
About the Author: 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.
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Bibliographic Details
Title: Modern Investment Management: An Equilibrium...
Publisher: Wiley
Publication Date: 2003
Binding: hardcover
Condition: new