Modern Investment Management: An Equilibrium Approach (Inbunden)
avBob Litterman, Quantitative Resources Group Goldman Sac, Robert B. Litterman
ISBN: 9780471124108 - UTGIVEN: 200307PRAISE FOR Modern Investment Management "This powerful book brilliantly discovers the routes to superior investment results in the roots of economic theory. In the process, it combines elegance of presentation with the highest levels of lucidity. The authors offer lessons that neither the scholar no[...]
Quantitative Risk Management: A Practical Guide to Financial Risk (Inbunden)
avThomas S. Coleman, Bob Litterman
ISBN: 9781118026588 - UTGIVEN: 201205State of the art risk management techniques and practices--supplemented with interactive analyticsAll too often risk management books focus on risk measurement details without taking a broader view. "Quantitative Risk Management" delivers a synthesis of common sense management together with the cutt[...]
The Crisis of Crowding: Quant Copycats, Ugly Models, and the New Crash Normal (Inbunden)
avLudwig B. Chincarini, Bob Litterman
ISBN: 9781118250020 - UTGIVEN: 201207A rare analytical look at the financial crisis using simple analysisThe economic crisis that began in 2008 revealed the numerous problems in our financial system, from the way mortgage loans were produced to the way Wall Street banks leveraged themselves. Curiously enough, however, most of the reaso[...]
