Modern Investment Management: An Equilibrium Approach (Wiley Finance)

Modern Investment Management: An Equilibrium Approach (Wiley Finance) by Litterman, Bob. hardcover edition. ISBN: 9780471124108.

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 worlds largest 100 pension funds.