Modern Investment Management An Equilibrium Approach 1st Edition by Bob Litterman ISBN 0471480657 9780471480655

Modern Investment Management: An Equilibrium Approach 1st Edition by Bob Litterman – Ebook PDF Instant Download/Delivery: 0471480657, 9780471480655

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Product details:

ISBN 10: 0471480657

ISBN 13: 9780471480655

Author:  Bob Litterman

Modern Investment Management: An Equilibrium Approach 1st Edition: 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 world’s largest 100 pension funds.

 

Modern Investment Management: An Equilibrium Approach 1st Edition Table of contents:

• PART ONE: THEORY

  • Chapter 1: Introduction: Why and Equilibrium Approach?
  • Chapter 2: The Insights of Modern Portfolio Theory
  • Chapter 3: Risk Measurement
  • Chapter 4: The Capital Asset Pricing Model
  • Chapter 5: The Equity Risk Premium
  • Chapter 6: Global Equilibrium Expected Returns
  • Chapter 7: Beyond Equilibrium, the Black-Litterman Approach

• PART TWO: INSTITUTIONAL FUNDS

  • Chapter 8: The Market Portfolio
  • Chapter 9: Issues in Strategic Asset Allocation
  • Chapter 10: Strategic Asset Allocation in the Presence of Uncertain Liabilities
  • Chapter 11: International Diversification and Currency Hedging
  • Chapter 12: The Value of Uncorrelated Sources of Return

• PART THREE: RISK BUDGETING

  • Chapter 13: Developing an Optimal Active Risk Budget
  • Chapter 14: Budgeting Risk Along the Active Risk Spectrum
  • Chapter 15: Risk Management and Risk Budgeting at the Total Fund Level
  • Chapter 16: Covariance Matrix Estimation
  • Chapter 17: Risk Monitoring and Performance Management
  • Chapter 18: The Need for Independent Valuation
  • Chapter 19: Performance Attribution
  • Chapter 20: Equity Risk Factor Models

• PART FOUR: TRADITIONAL INVESTMENTS

  • Chapter 21: An Asset-Management Approach to Manager Selection
  • Chapter 22: Investment Program Implementation: Realities and Best Practices
  • Chapter 23: Equity Portfolio Management
  • Chapter 24: Fixed Income Risk and Return

• PART FIVE: ALTERNATIVE ASSET CLASSES

  • Chapter 25: Global Tactical Asset Allocation
  • Chapter 26: Strategic Asset Allocation and Hedge Funds
  • Chapter 27: Managing a Portfolio of Hedge Funds
  • Chapter 28: Investing in Private Equity

• PART SIX: PRIVATE WEALTH

  • Chapter 29: Investing for Real After-Tax Results
  • Chapter 30: Real, After-Tax Returns of US Stocks, Bonds, and Bills, 1926 through 2001
  • Chapter 31: Asset Allocation and Location
  • Chapter 32: Equity Portfolio Structure

 

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