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Modern Investment Management

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3.8(19)Add rating

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  • 624 pages
  • 22 hours of reading

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This book explores modern investment management techniques employed by Goldman Sachs, focusing on the Black-Litterman asset allocation model created by Bob Litterman and Fischer Black. It highlights Litterman's influence on asset allocation and investment strategies for major institutional investors, including the world's largest pension funds.

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Modern Investment Management, Kurt Winklemann, Robert Litterman

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Released
2003
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(Hardcover)
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3.8
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19 Ratings

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