Introduces the modern investment management techniques used byGoldman Sachs Along with Fischer Black, Bob Litterman created theBlack-Litterman asset. Modern Investment Management by Bob Litterman, , available at Book Depository with free delivery worldwide. Litterman and his asset management group are often a drivingforce behind the asset allocation and investment decision-making ofthe world’s.
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Modern Investment Management : An Equilibrium Approach
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Incidentally, Litterman claims views are the key improvement from the approach. Why and Equilibrium Approach? Peir Shenq Stanley Lim.
Trivia About Modern Investment Covariance Matrix Estimation G. Asset Allocation and Location D.
Modern Investment Management: An Equilibrium Approach by Bob Litterman
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