Bob Litterman | |
|---|---|
| Born | 1951 |
| Nationality | American |
| Spouse | Mary Litterman |
| Academic career | |
| Institution | Kepos Capital |
| Field | financial economics, asset pricing |
| School or tradition | financial economics |
| Alma mater | Stanford University University of Minnesota |
| Contributions | Black–Litterman model |
| Information at IDEAS / RePEc | |
Robert Bruce Litterman (born 1951) is chairman of the Risk Committee and a founding partner of Kepos Capital in New York. Prior to Kepos Capital, Litterman spent 23 years at Goldman Sachs, where he was head of the Quantitative Resources Group in Goldman Sachs Asset Management for 11 years, starting in 1998. Prior to that position, Litterman headed the firm-wide risk department from 1994 to 1998, and prior to that he was the co-head of the model development group in the research department of Goldman Sachs' Fixed Income Division.[1] Litterman received a Ph.D. in economics from the University of Minnesota in 1980.[2]
- ^ Roston, Eric (November 3, 2017). "There's One Unspeakable Fix That Would Help Pay for the GOP's Tax Cuts". Bloomberg.com.
- ^ Mehrling, Perry; Brown, Aaron (December 2011). Fischer Black and the Revolutionary Idea of Finance. Wiley.
© MMXXIII Rich X Search. We shall prevail. All rights reserved. Rich X Search