Modern Investment Management: An Equilibrium Approach (Wiley Finance)

Bob Litterman,Quantitative Resources Group Goldman Sac, Robert B. Litterman

ISBN 10: 0471124109 / ISBN 13: 9780471124108

Published by John Wiley & Sons 02/07/2003, 2003

About this Item

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Bibliographic Details

• Title: Modern Investment Management: An Equilibrium Approach (Wiley Finance)
• Publisher: John Wiley & Sons 02/07/2003
• Publication Date: 2003
• Language: English
• ISBN 10: 0471124109
• ISBN 13: 9780471124108
• Binding: Hardcover
• Condition: Very Good

About this title

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.