Modern Investment Management by Bob Litterman And The Quantitative Resources Group Goldman Sachs Asset Management

Full Title: Modern Investment Management: An Equilibrium Approach
Author/Editor(s): Robert B Litterman; Goldman Sachs Asset Management
ISBN: 0471124109, 9780471124108
Publisher: John Wiley
Published Place: Hoboken, N.J.
Published/Copyright Year: 2003
Language: English
Physical Description: Illustrations included, 26 cm
LCCN: 2002154126
Series: Wiley Finance Series
Number of pages: 626 (xviii, 626 pages)
Categories:
Investments
Portfolio Management
Risk Management


Content:
The insights of modern portfolio theory
Risk measurement
The capital asset pricing model
The equity risk premium
Global equilibrium expected returns
Beyond equilibrium, the Black-Litterman approach
The market portfolio
Issues in strategic asset allocation
Strategic asset allocation in the presence of uncertain liabilities
International diversification and currency hedging
The value of uncorrelated assets
Developing an active risk budget
Budgeting risk along the active risk spectrum
Risk management and risk budgeting at the total fund level
Covariance matrix estimation
Risk monitoring and performance measurement
The need for independent valuation
Performance attribution
Equity risk factor models
An asset-management approach to manager selection
Investment program implementation : realities and best practices
Equity portfolio management
Fixed income risk and return
Global tactical asset allocation
Strategic asset allocation and hedge funds
Managing a portfolio of hedge funds
Investing in private equity
Investing for real after-tax results
Real, after-tax returns of US stocks, bonds and bills, 1926 through 2001
Asset allocation and location
Equity portfolio structure allocation
Strategic asset allocation and hedge funds
Managing a portfolio of hedge funds
Investing in private equity.

Notes:
Published simultaneously in Canada.
Includes bibliographical references (p. 595-603) and index.

ISBNPlus ID: HVD.V9.752452-2-3081297
Nature: Bibliographies
Form: Nonfiction
LC Call No: HG4529.5 .L58 2003
Dewey Decimal: 332.6
Released Date: 20060123

Download BiBTeX of this book (.bib)
@book{isbnplus9780471124108,
 title={Modern Investment Management: An Equilibrium Approach},
 author={Robert B Litterman and Goldman Sachs Asset Management},
 isbn={9780471124108},
 lccn={2002154126},
 series={Wiley Finance Series},
 url={http://isbnplus.org/9780471124108},
 year={2003},
 publisher={John Wiley},
 address={Hoboken, N.J.}
}
Download 9780471124108.bib
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%0 Book
%T Modern Investment Management: An Equilibrium Approach
%A Robert B Litterman
%A Goldman Sachs Asset Management
%@ 9780471124108
%U http://isbnplus.org/9780471124108
%D 2003
%I John Wiley
%C Hoboken, N.J.
Download 9780471124108.enw
Download RefMan of this book (.ris)
TY  - BOOK
T1  - Modern Investment Management: An Equilibrium Approach
A1  - Robert B Litterman
A1  - Goldman Sachs Asset Management
SN  - 9780471124108
T3  - Wiley Finance Series
UR  - http://isbnplus.org/9780471124108
Y1  - 2003
PB  - John Wiley
CY  - Hoboken, N.J.
ER  - 
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APA Style:
Litterman, R.B. & Goldman Sachs Asset Management (2003). Modern Investment Management: An Equilibrium Approach. Hoboken, N.J.: John Wiley.

MLA Style:
Litterman, Robert B, and Goldman Sachs Asset Management. Modern Investment Management: An Equilibrium Approach. Hoboken, N.J.: John Wiley, 2003. Print.

Chicago Style:
Litterman, Robert B, and Goldman Sachs Asset Management. Modern Investment Management: An Equilibrium Approach. Hoboken, N.J.: John Wiley, 2003.