Title:  Modern Investment Management: An Equilibrium Approach

Authors:  Litterman, Robert, The Quantitative Resources Group, Goldman Sachs Asset Management

7 Chapters Included in Collection 

Collection Price:

GARP Member:
USD $10

Affiliate & Non-Member:
USD $15

Latest Blog

The Case for Collective Risk Reporting

Recent Articles

Stress Testing Credit Risk: A Case for Applying the Theory of Multiple Interacting Agents 

Click here to view more articles! 

Risk Resources 

GARP's new Risk Resources online link library is your gateway to a wealth of resources in all areas of financial risk management, including:

• Islamic Finance
• Credit Risk
• Operational Risk
  
• Energy Risk
  
• Market Risk.

Click below to access it today!
 

What's New for the Week of August 5, 2008?

February 10-11, 2009  •  New York City

The World's Largest Gathering of Risk Professionals! 

Make GARP 2009 your Convention! Voice the topics, issues, and speakers you would like to see in the forthcoming Convention by completing our online survey. Best of all, participating in our survey qualifies you to win a complimentary pass to the world's largest gathering of risk professionals.   Read More

GARP's Asia Pacific Convention is the region’s premier risk management Convention. Featuring high-level presentations from leading experts in the field of financial risk management, this Convention will allow you to refresh your risk management knowledge and skill-set while connecting with like-minded professionals. Read More

The certification recognized by financial risk professionals worldwide.  

Due to record-high registrations for the 2008 FRM^® Exam and overflowing requests for new exam sites, GARP is pleased to announce 3 new exam sites in Riyadh, Saudi Arabia; Nicosia, Cyprus; and Kolkata, India.   Read More

SAS Institute, Inc. has been an employer on the GARP Career Center since 2003. Learn more about SAS and see their current job postings. Read More

GARP welcomes back Gert-Jan Sikking, FRM^®, Regional Director of GARP’s Chapter in The Netherlands and congratulates Co-Directors Athanasios Papanikolaou and Fotios Tsiamas on their appointment to GARP’s newly formed Chapter in Athens, Greece.  Read More

Dr. Ahmet K. Karagozoglu has been appointed College Chapter Director for the University. Dr. Karagozoglu currently serves as an Associate Professor in the Department of Finance, Frank G. Zarb School of Business at Hofstra University.  Read More

In keeping our members' customer experience our top priority, any payment-related issues with GARP should be directed to GARP in order to resolve the matter efficiently. Read More

  Zurich
  September 3, 2008

  India Chapter
  August 8, 2008

  Shanghai Chapter
  August 27, 2008

  Click here to view all upcoming
  Chapter Meetings!

Conventions & Conference

  5^th Annual Asia Pacific Convention
  November 19-21, 2008 

  10^th Annual Risk Management
  Convention & Exhibition
  February 10-11, 2009

  Copulas
  August 6, 2008

  Value-At-Risk 101
  August 13, 20088

  Historical Simulation for
  Commodities
  September 3, 2008 

  Advanced Credit & Financial
  Analysis - London
  August 18-20, 2008

Manager, Financial Engineering - Valuation Service
Deloitte & Touche

Sr. Manager - Market Risk
HSBC

Sr. Risk Analyst
BCG

Other New Job Opportunities:

Credit Risk - Structured Credit, Correlation Trading
Bothwell Financial Search & Selection Limited

Economist
Freddie Mac

Quantitative Analyst
Moody's

Risk Manager - Business Architecture Team
SunTrust Bank

Sr. Risk Analyst
Fannie Mae

Sr. Analyst - Business Risk Credit Management
Caisse de dépôt et placement

Sr. Treasury Executive - Investment Bank (NY)
Analytic Recruiting, Inc

Supervisor - Gas Trading Operations
DTE Energy