By the Numbers: A Discussion of Risk Management and Quantitative Investing with Robert B. Litterman, PhD

11 Pages Posted: 28 Aug 2014

Date Written: August 1, 2014

Abstract

A recognized expert in risk management and quantitative investment strategies, Robert B. Litterman, PhD, can point to a career that spans the theoretical to the practical, anchored at one end by his work in academia and at the other by his twenty-three-year tenure with Goldman Sachs & Co. Along the way, he worked with renowned economist Fischer Black, PhD, to develop a key asset allocation tool and published a number of groundbreaking papers on asset allocation and risk management. Today, Dr. Litterman serves as senior partner and chairman of the risk committee at Kepos Capital LP, a global macro investment management firm based in New York.

In December 2013, Dr. Litterman spoke with members of the Journal of Investment Consulting Editorial Advisory Board about risk management and some of the lessons of the financial crisis, the development and uses of the Black-Litterman model, and quantitative investing after the quant crisis.

Keywords: Robert Litterman

JEL Classification: G10, G11

Suggested Citation

Consulting Submitter, Journal of Investment, By the Numbers: A Discussion of Risk Management and Quantitative Investing with Robert B. Litterman, PhD (August 1, 2014). Journal of Investment Consulting, Vol. 15, No. 1, 3-11, 2014. Available at SSRN: https://ssrn.com/abstract=2480240

Journal of Investment Consulting Submitter (Contact Author)

Investments & Wealth Institute ( email )

5619 DTC Parkway, Suite 500
Greenwood Village, CO 80111
United States
303-699-7000 (Phone)
303-770-1812 (Fax)

HOME PAGE: http://www.investmentsandwealth.org

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