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- 2002154126 contributor B9265955.
- 2002154126 contributor B9265956.
- 2002154126 created "c2003.".
- 2002154126 date "2003".
- 2002154126 date "c2003.".
- 2002154126 dateCopyrighted "c2003.".
- 2002154126 description "Includes bibliographical references (p. 595-603) and index.".
- 2002154126 description "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.".
- 2002154126 extent "xviii, 626 p. :".
- 2002154126 identifier "0471124109 (cloth : alk. paper)".
- 2002154126 identifier 2002154126.html.
- 2002154126 identifier 2002154126.html.
- 2002154126 identifier 2002154126.html.
- 2002154126 isPartOf "Wiley finance series".
- 2002154126 issued "2003".
- 2002154126 issued "c2003.".
- 2002154126 language "eng".
- 2002154126 publisher "Hoboken, N.J. : John Wiley,".
- 2002154126 subject "332.6 21".
- 2002154126 subject "HG4529.5 .L58 2003".
- 2002154126 subject "Investments.".
- 2002154126 subject "Portfolio management.".
- 2002154126 subject "Risk management.".
- 2002154126 tableOfContents "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.".
- 2002154126 title "Modern investment management : an equilibrium approach / Bob Litterman and the Quantitative Resources Group Goldman Sachs Asset Management.".
- 2002154126 type "text".