Modern Investment Management. An Equilibrium Approach

Bob Litterman и Quantitative Group

Тип: PDF книга

Жанр: Зарубежная деловая литература

Язык: на английском языке

Издательство: John Wiley & Sons Limited

Дата публикации: 25.04.2024

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О книге: 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.