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Modern investment management - Bob Litterman

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Title
Modern investment management - an equilibrium approach
Author
Bob Litterman
format
Hardback
Publisher
John Wiley & Sons, Inc.
Language
English
UK Publication Date
20030716

Description

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.

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