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.
ISBN: | 9780471124108 |
Publication date: | 8th August 2003 |
Author: | Robert B Litterman, Goldman Sachs Asset Management |
Publisher: | John Wiley & Sons, Inc. an imprint of Wiley |
Format: | Hardback |
Pagination: | 626 pages |
Series: | Wiley Finance |
Genres: |
Finance and accounting |