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 12, 2008?

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

A series of practical workshops examining the latest tools, techniques and best practices surrounding economic and regulatory capital allocation within a financial institution.

New York:  October 2 – 3
London:  October 23 – 24
Hong Kong:  November 19
Amsterdam:  November 24 – 25
Chicago:  December 2 – 3
Read More

Genworth Financial has been a valued employer on the GARP Career Center since 2006.  Learn more about Genworth Financial and see their current job postings.
Read More

The Chicago Chapter of GARP is seeking dynamic individuals who are eager to promote the profession of risk management locally, by joining the Chicago Risk Management Committee (CRMC). 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

   Chicago Chapter 
   Committee Announcement 

   Hong Kong Chapter Meeting
   August 15,2008 

   Shanghai Chapter Meeting
   August 27, 2008

   Zurich Academic Lecture Series
   September 3, 2008

   London Academic Lecture Series
   September 16, 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

IRisk Webinars

   Value-At-Risk 101 
   August 13, 2008

   Historical Simulation for 
   Commodities
   September 3, 2008 

Training Workshops

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

   Asset and Liability Management - 
   London
   September 10-12, 2008

   Register Early & Save!
  Applied Monte Carlo Simulation
   in Finance - London
   October 6-7, 2008 
   Discounts End: August 25, 2008

   Fundamentals of Islamic Finance 
   and Banking - New York
   October 6-7, 2008
   Discounts End: August 25, 2008

AGM, Credit Risk – Financial Institutions, Scotiabank

AVP, Model Validation, Federal Home Loan Bank of San Francisco

Credit Risk Officer III, County Bank

Director, Counterparty Credit Risk Management, Fannie Mae

Director, Credit Policy-Traded Products, Scotiabank

FX Financial Engineer, Infinium Capital Management

Managing Supervisor, Risk Management, Ameren

Operational Risk Lead, ING Direct

Sr. Auditor, Ameren
 
Sr. Manager Group Risk Policy, Scotiabank