Robert B. Litterman
Modern investment management
Robert B. Litterman · 2003
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"Modern Investment Management: An Equilibrium Approach outlines the modern investment theory used by the Quantitative Resources Group at Goldman Sachs Asset Management to achieve strong, consistent investment returns. Through in-depth analysis and expert advice, you'll learn how the insights of an equilibrium framework help you to structure a portfolio that maximizes expected returns within a limited risk budget. You'll also learn how to identify and take advantage of deviations from equilibrium."--BOOK JACKET.
Book details
- Year
- 2003
- Language
- English
- Publisher
- Wiley
- Editions
- 1
- Pages
- 624
- ISBN
- 9780471124108
Data source: Wikidata