000			03185cam a22004454a 4500
001			13004960
003			OSt
005			20260402090214.0
008			021118s2003 njua b 001 0 eng
010			_a 2002154126
020			_a0471124109 _qcloth : alk. paper
020			_a9780471124108 _q(cloth : alk. paper)
035			_a13004960
040			_aDLC _cDLC _dDLC
042			_apcc
050	0	0	_aHG4529.5 _b.L58 2003
082	0	0	_a332.6 LIT _221
100	1		_aLitterman, Robert B.
245	1	0	_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. ; _c26 cm.
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
440		0	_aWiley finance series
500			_aPublished simultaneously in Canada.
504			_aIncludes bibliographical references (p. 595-603) and index.
505	0		_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.
710	2		_aGoldman Sachs Asset Management. _bQuantitative Resources Group.
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/bios/wiley046/2002154126.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/description/wiley039/2002154126.html
856	4	1	_3Table of contents _uhttp://www.loc.gov/catdir/toc/wiley031/2002154126.html
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBOOKS
999			_c9056 _d9056