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Modern Investment Management: An Equilibrium Approach (Wiley Finance)

Modern Investment Management: An Equilibrium Approach (Wiley Finance)

by Bob Litterman (Author), QuantitativeResourcesGroup (Author)

  • New

    Hardcover 2003

    $116.27
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.

$116.27

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Quantity

20+ in stock

More Information

Format: Hardcover
 Pages: 624
 Publisher: John Wiley & Sons
Published: 08 Aug 2003
ISBN 10: 0471124109
ISBN 13: 9780471124108

Media Reviews
valuable resource for any market practitioners interested in or working in the asset management field... one of the better books. ( Risk, April 2004)

a state-of-the-art exposition of modern investment techniques, full of brilliant analysis... (Financial Times, September 29, 2003)

the book explains some investment management techniques used by GSAM (Pensions Management, October 2003)

The strength of this book is its technical rigour (Investment and Pensions Europe, November 2003)

Author Bio
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.