MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03394n a2200517#a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
33679 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
P5A |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20240115101623.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
021118s2003 njua b 001 0 eng|| |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2002154126 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0471124109 (cloth : alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780471124108 (cloth : alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)51053677 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Modifying agency |
BAKER |
| -- |
NLGGC |
| -- |
BTCTA |
| -- |
LVB |
| -- |
YDXCP |
| -- |
OCLCQ |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6 |
| Item number |
L777m |
| 084 ## - OTHER CLASSIFICATION NUMBER |
|---|
| Classification number |
85.30 |
| Number source |
bcl |
| 090 ## - IMPA CODE FOR CLASSIFICATION SHELVES |
|---|
| IMPA CODE FOR CLASSIFICATION SHELVES |
Matemática Aplicada 04-Economia |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Litterman, Robert B. |
| 9 (RLIN) |
4461 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Modern investment management: |
| Remainder of title |
an equilibrium approach/ |
| Statement of responsibility, etc. |
Bob Litterman and the Quantitative Resources Group Goldman Sachs Asset Management. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Hoboken, NJ: |
| Name of publisher, distributor, etc. |
John Wiley, |
| Date of publication, distribution, etc. |
c2003. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xviii, 626 p.: |
| Other physical details |
ill.; |
| Dimensions |
26 cm. |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Wiley finance series |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Published simultaneously in Canada. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (p. 595-603) and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
The insights of modern portfolio theory -- Risk measurement -- The capital asset pricing model -- The equity risk premium -- Global equilibrium expected returns -- Beyond equilibrium, the Black-Litterman approach -- The market portfolio -- Issues in strategic asset allocation -- Strategic asset allocation in the presence of uncertain liabilities -- International diversification and currency hedging -- The value of uncorrelated assets -- Developing an active risk budget -- Budgeting risk along the active risk spectrum -- Risk management and risk budgeting at the total fund level -- Covariance matrix estimation -- Risk monitoring and performance measurement -- The need for independent valuation -- Performance attribution -- Equity risk factor models -- An asset-management approach to manager selection -- Investment program implementation : realities and best practices -- Equity portfolio management -- Fixed income risk and return -- Global tactical asset allocation -- Strategic asset allocation and hedge funds -- Managing a portfolio of hedge funds -- Investing in private equity -- Investing for real after-tax results -- Real, after-tax returns of US stocks, bonds and bills, 1926 through 2001 -- Asset allocation and location -- Equity portfolio structure allocation -- Strategic asset allocation and hedge funds -- Managing a portfolio of hedge funds -- Investing in private equi . |
| 650 00 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Investments. |
| 9 (RLIN) |
37296 |
| 650 00 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Portfolio management. |
| 9 (RLIN) |
31259 |
| 650 00 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Risk management. |
| 9 (RLIN) |
11619 |
| 650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Portfolio-theorie. |
| Source of heading or term |
gtt |
| 9 (RLIN) |
17210 |
| 650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Beleggingen. |
| Source of heading or term |
gtt |
| 9 (RLIN) |
17846 |
| 650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Portfolio-analyse. |
| Source of heading or term |
gtt |
| 9 (RLIN) |
4462 |
| 650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economisch evenwicht. |
| Source of heading or term |
gtt |
| 9 (RLIN) |
17266 |
| 650 06 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Investissements. |
| 9 (RLIN) |
30889 |
| 650 06 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Gestion de portefeuille. |
| 9 (RLIN) |
16546 |
| 650 06 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Gestion du risque. |
| 9 (RLIN) |
14284 |
| 697 ## - LOCAL SUBJECT |
|---|
| Local Subject |
Matemática Aplicada 04- |
| Description subdivision |
Economia |
| Linkage |
23751 |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
Goldman Sachs Asset Management. |
| Subordinate unit |
Quantitative Resources Group. |
| 9 (RLIN) |
4463 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Wiley finance series. |
| 9 (RLIN) |
13792 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Contributor biographical information |
| Uniform Resource Identifier |
<a href="http://catdir.loc.gov/catdir/bios/wiley046/2002154126.html">http://catdir.loc.gov/catdir/bios/wiley046/2002154126.html</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
<a href="http://catdir.loc.gov/catdir/description/wiley039/2002154126.html">http://catdir.loc.gov/catdir/description/wiley039/2002154126.html</a> |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents |
| Uniform Resource Identifier |
<a href="http://catdir.loc.gov/catdir/toc/wiley031/2002154126.html">http://catdir.loc.gov/catdir/toc/wiley031/2002154126.html</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Instituto de Matemática Pura e Aplicada |
| Koha item type |
Books |
