现代投资管理——高盛资产管理部出品

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PART ONE
Theory
CHAPTER 1
Introduction: Why an Equilibrium Approach? 3
Bob Litterman
CHAPTER 2
The Insights of Modern Portfolio Theory 7
Bob Litterman
CHAPTER 3
Risk Measurement 24
Bob Litterman
CHAPTER 4
The Capital Asset Pricing Model 36
Bob Litterman
CHAPTER 5
The Equity Risk Premium 44
Mark M. Carhart and Kurt Winkelmann
CHAPTER 6
Global Equilibrium Expected Returns 55
Bob Litterman
CHAPTER 7
Beyond Equilibrium, the Black-Litterman Approach 76
Bob Litterman
PART TWO
Institutional Funds
CHAPTER 8
The Market Portfolio 91
Ripsy Bandourian and Kurt Winkelmann

CHAPTER 28
Investing in Private Equity 516
Barry Grifﬁths
PART SIX
Private Wealth
CHAPTER 29
Investing for Real After-Tax Results 533
Don Mulvihill
CHAPTER 30
Real, After-Tax Returns of U.S. Stocks, Bonds, and Bills,
1926 through 2001 546
Don Mulvihill
CHAPTER 31
Asset Allocation and Location 565
Don Mulvihill
CHAPTER 32
Equity Portfolio Structure 579
Don Mulvihill
Bibliography 595
Index 605