Modern investment management: an equilibrium approach
Modern investment management: an equilibrium approach By Bob Litterman, Quantitative Resources Group
2003 | 649 Pages | ISBN: 0471124109 | PDF | 4 MB
2003 | 649 Pages | ISBN: 0471124109 | PDF | 4 MB
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 worlds largest 100 pension funds.