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Modern investment management : an equilibrium approach
Modern investment management : an equilibrium approach
상세정보
- 자료유형
- 단행본
- International Standard Book Number
- 0471124109 (cloth : alk. paper) : ＄129.95
- Library of Congress Call Number
- HG4529.5-.L58 2003
- Dewey Decimal Classification Number
- 332.6-21
- Main Entry-Personal Name
- Litterman, Robert B.
- Publication, Distribution, etc. (Imprint
- Hoboken, N.J. : John Wiley, c2003.
- Physical Description
- xviii, 626 p. : ill. ; 26cm.
- General Note
- Published simultaneously in Canada.
- Bibliography, Etc. Note
- Includes bibliographical references (p. 595-603) and index.
- Formatted Contents Note
- 완전내용The 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 equity.
- Subject Added Entry-Topical Term
- Investments
- Subject Added Entry-Topical Term
- Portfolio management
- Subject Added Entry-Topical Term
- Risk management
- Added Entry-Corporate Name
- Goldman Sachs Asset Management. Quantitative Resources Group
- Control Number
- joongbu:307474
MARC
008061228s2003 njua b 001c0 eng■010 ▼a2002154126
■020 ▼a0471124109 (cloth : alk. paper)▼c＄129.95
■035 ▼a(KERIS)BIB000009412563
■042 ▼apcc
■05000▼aHG4529.5▼b.L58 2003
■08200▼a332.6▼221
■090 ▼a332.6▼bL777m
■1001 ▼aLitterman, Robert B.
■24510▼aModern investment management ▼ban equilibrium approach▼cBob Litterman and the Quantitative Resources Group Goldman Sachs Asset Management.
■260 ▼aHoboken, N.J.▼bJohn Wiley▼cc2003.
■300 ▼axviii, 626 p.▼bill.▼c26cm.
■440 0▼aWiley finance series
■500 ▼aPublished simultaneously in Canada.
■504 ▼aIncludes bibliographical references (p. 595-603) and index.
■5050 ▼aThe 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 equity.
■650 0▼aInvestments
■650 0▼aPortfolio management
■650 0▼aRisk management
■7102 ▼aGoldman Sachs Asset Management.▼bQuantitative Resources Group.
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