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.
Auteur(s): Litterman, Bob
Editeur: John Wiley & Sons
Année de Publication: 2004
pages: 648
Langue: Anglais
ISBN: 978-0-471-12410-8
eISBN: 978-0-471-48065-5
Edition: 1