Modern Investment Management
Subtitle: An Equilibrium Approach
Publisher: Wiley; John Wiley
Published: July 3, 2003
Language: eng
Number of pages: 624
ISBN-13: 9780471124108
First sentence: There are many approaches to investing.
Description: "Modern Investment Management: An Equilibrium Approach outlines the modern investment theory used by the Quantitative Resources Group at Goldman Sachs Asset Management to achieve strong, consistent investment returns. Through in-depth analysis and expert advice, you'll learn how the insights of an equilibrium framework help you to structure a portfolio that maximizes expected returns within a limited risk budget. You'll also learn how to identify and take advantage of deviations from equilibrium."--BOOK JACKET.