Latest / The Capitalism and Freedom in the Twenty-First Century Podcast
Bob Litterman (Kepos Capital) on Quantitative Investing, Liquidity Risk and Climate Policy
Bob and Jon discuss Bob’s role in the history of the development of quantitative finance at Goldman Sachs, including his seminal work with Fischer Black, along with the carry trade liquidity crisis of August 2024 and its similarities to the quant crisis of 2007. They also discuss the case for quantitative investing and its ability to ride out risky environments. They also discuss a risk management approach to climate policy, Bob’s E-Z climate carbon pricing model, as well Bob’s advocacy for carbon taxes.
Recorded on August 9, 2024.
ABOUT THE SPEAKERS:
Robert Litterman is the Chairman of the…
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