Modern investment management: an equilibrium approach/ Bob Litterman and the Quantitative Resources Group Goldman Sachs Asset Management.
Series: Wiley finance seriesPublication details: Hoboken, NJ: John Wiley, c2003.Description: xviii, 626 p.: ill.; 26 cmISBN:- 0471124109 (cloth : alk. paper)
- 9780471124108 (cloth : alk. paper)
- 332.6 L777m
- 85.30
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
Books
|
Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 332.6 L777m 2003 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000655285 |
Browsing Castorina shelves, Shelving location: Estantes Abertas (Open Shelves), Collection: Livros (Books) Close shelf browser (Hides shelf browser)
|
|
|
|
|
|
|
||
| 332.6 F245p 1997 IMPA Portfolio management: theory and application/ | 332.6 F745m 2005 IMPA Mercado financeiro : produtos e serviços/ | 332.6 G868a 2000 IMPA Active portfolio management: a quantitative approach for providing superior returns and controlling risk/ | 332.6 L777m 2003 IMPA Modern investment management: an equilibrium approach/ | 332.6 L948i 1998 IMPA Investment science/ | 332.6 L948i 1998 IMPA Investment science/ | 332.6 M376f 2003 IMPA Fixed-income securities: valuation, risk management, and portfolio strategies/ |
Published simultaneously in Canada.
Includes bibliographical references (p. 595-603) and index.
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 .
There are no comments on this title.