modern investment management an equilibrium approach(上)

modern investment management an equilibrium approach(上)

ID:7294781

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时间:2018-02-10

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1、MODERNINVESTMENTMANAGEMENTANEQUILIBRIUMAPPROACHBobLittermanandtheQuantitativeResourcesGroupGoldmanSachsAssetManagementJohnWiley&Sons,Inc.Copyright©2003byGoldmanSachs,Inc.Allrightsreserved.PublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJersey.PublishedsimultaneouslyinCa

2、nada.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanning,orotherwise,exceptaspermittedunderSection107or108ofthe1976UnitedStatesCopyrightAct,withouteitherthepriorwr

3、ittenpermissionofthePublisher,orauthorizationthroughpaymentoftheappropriateper-copyfeetotheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,978-750-8400,fax978-750-4470,oronthewebatwww.copyright.com.RequeststothePublisherforpermissionshouldbeaddresse

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6、rategiescontainedhereinmaynotbesuitableforyoursituation.Youshouldconsultwithaprofessionalwhereappropriate.Neitherthepublishernorauthorshallbeliableforanylossofprofitoranyothercommercialdamages,includingbutnotlimitedtospecial,incidental,consequential,orotherdamages.

7、Forgeneralinformationonourotherproductsandservices,ortechnicalsupport,pleasecontactourCustomerCareDepartmentwithintheUnitedStatesat800-762-2974,outsidetheUnitedStatesat317-572-3993orfax317-572-4002.Wileyalsopublishesitsbooksinavarietyofelectronicformats.Someconten

8、tthatappearsinprintmaynotbeavailableinelectronicbooks.FormoreinformationaboutWileyproducts,visitourwebsiteatwww.wiley.com.InformationinChapter30,sourced

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