Modern Investment Management: An Equilibrium Approach (Wiley Finance)
Author: Bob Litterman , Quantitative Resources Group


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.