Modern Investment Management: An Equilibrium Approach
- Publish Date: 2003-07-16
- Binding: Hardcover
- Author: Bob Litterman;Quantitative Resources Group
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.