Modern Investment Management. An Equilibrium Approach - Bob Litterman
| Автор: | Bob Litterman |
| Издательство: | John Wiley & Sons Limited |
| Серия: | |
| Жанр произведения: | Зарубежная деловая литература |
| Год издания: | 0 |
| isbn: | 9780471480655 |
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.