Modern investment management: an equilibrium approach by Bob Litterman Litterman, Robert B

By:

Litterman, Robert B

Material type: Text

TextPublication details: New Jersey John Wiley 2003Description: xviii + 626 pISBN:

9780471124108

Subject(s):

DDC classification:

332.6

Summary: This publication outlines the modern investment theory used by the Quantitative Resources Group at Goldman Sachs Asset Management to achieve strong, consistent investment returns. In any dynamic system, equilibrium is an idealized point where forces are perfectly balanced. In economics, equilibrium refers to a state of the world where supply equals demand. And although perfect equilibrium is never actually reached in financial markets, this modern investment framework provides guidance for informed investment decisions in a world where random shocks constantly create new opportunities. In-depth analysis and expert advice provide insights of how an equilibrium framework helps to structure a portfolio that maximizes expected returns within a limited risk budget and it is also explained how to take advantage of deviations from equilibrium

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Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	332.6 L4M6 (Browse shelf(Opens below))	Available		162267

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Previous	332.6 L3P7 Principles of financial economics	332.6 L3S8 Stock markets, banks and economic growth	332.6 L4 Liquidity: a bigger challenge than capital	332.6 L4M6 Modern investment management: an equilibrium approach by Bob Litterman	332.6 L6A2 Adaptive markets: financial evolution at the speed of thought	332.6 L6F4 Financial development, financial fragility, and growth	332.6 L6W4 Why did Colombian private savings decline in the early 1990s?	Next

This publication outlines the modern investment theory used by the Quantitative Resources Group at Goldman Sachs Asset Management to achieve strong, consistent investment returns. In any dynamic system, equilibrium is an idealized point where forces are perfectly balanced. In economics, equilibrium refers to a state of the world where supply equals demand. And although perfect equilibrium is never actually reached in financial markets, this modern investment framework provides guidance for informed investment decisions in a world where random shocks constantly create new opportunities. In-depth analysis and expert advice provide insights of how an equilibrium framework helps to structure a portfolio that maximizes expected returns within a limited risk budget and it is also explained how to take advantage of deviations from equilibrium

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