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The Black–Litterman model has become one of the standard models widely used by investors around the world to optimize portfolios. [2] Litterman is the author of Modern Investment Management: An Equilibrium Approach, together with Goldman Sachs Asset Management's Quantitative Resources Group. [4]
Black has also received recognition as the co-author of the Black–Derman–Toy interest rate derivatives model, which was developed for in-house use by Goldman Sachs in the 1980s but eventually published. He also co-authored the Black–Litterman model on global asset allocation while at Goldman Sachs.
In finance, the Black–Litterman model is a mathematical model for portfolio allocation developed in 1990 at Goldman Sachs by Fischer Black and Robert Litterman, and published in 1992. It seeks to overcome problems that institutional investors have encountered in applying modern portfolio theory in practice. The model starts with an asset ...
A tale of Goldman's slide Why I Left Goldman Sachs is a moderately interesting, but generally unconvincing, story of the author's disappointment at, as he describes it, joining a firm whose ...
Because while ex-Goldman Sachs (NYS: GS) trader Greg Smith's new tell-all memoir, Why I Left Goldman Sachs: A Wall Street Story, just hit the stores yesterday, enterprising Tell-All Goldman Book ...
Money and Power: How Goldman Sachs Came to Rule the World is the third book written by William D. Cohan. It chronicles the history of Goldman Sachs, from its founding to the subprime mortgage crisis of 2008. [1] First published as hardcover on March 29, 2011, the book has been reprinted soon thereafter on April 12, 2011, by Doubleday again.
Winner, Financial Times and Goldman Sachs Business Book of the Year Award. House of Cards: A Tale of Hubris and Wretched Excess on Wall Street (2009). [12] The last days of Bear Stearns & Co. In a talk about the book at Cal State Long Beach, Cohan said he felt it was his mission to get a response to questions left unanswered by Wall Street CEOs ...
Chetan Bhagat – Indian author; Fischer Black – Co–author of the Black–Scholes equation and the Black-Derman-Toy model; Lloyd Blankfein – investment banker, Senior Chairman of Goldman Sachs and former chairman and CEO of Goldman Sachs. Joshua Bolten – Former White House Chief of Staff; António Borges – Portuguese economist and banker