MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03185cam a22004454a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
13004960 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20260402090214.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
021118s2003 njua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2002154126 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0471124109 |
| Qualifying information |
cloth : alk. paper |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780471124108 |
| Qualifying information |
(cloth : alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
13004960 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Transcribing agency |
DLC |
| Modifying agency |
DLC |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4529.5 |
| Item number |
.L58 2003 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6 LIT |
| Edition number |
21 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Litterman, Robert B. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Modern investment management : |
| Remainder of title |
an equilibrium approach / |
| Statement of responsibility, etc. |
Bob Litterman and the Quantitative Resources Group Goldman Sachs Asset Management. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
Hoboken, N.J. : |
| Name of publisher, distributor, etc. |
John Wiley, |
| Date of publication, distribution, etc. |
c2003. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xviii, 626 p. : |
| Other physical details |
ill. ; |
| Dimensions |
26 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Wiley finance series |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Published simultaneously in Canada. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (p. 595-603) and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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 equity. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Investments. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Portfolio management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk management. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
Goldman Sachs Asset Management. |
| Subordinate unit |
Quantitative Resources Group. |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Contributor biographical information |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/bios/wiley046/2002154126.html">http://www.loc.gov/catdir/bios/wiley046/2002154126.html</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/description/wiley039/2002154126.html">http://www.loc.gov/catdir/description/wiley039/2002154126.html</a> |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/toc/wiley031/2002154126.html">http://www.loc.gov/catdir/toc/wiley031/2002154126.html</a> |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
BOOKS |
