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
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: Suggested Citation