Sustainable Investing 3: Bob Litterman – Pricing Climate Risk (Capital Allocators, EP.141)

Capital Allocators – Inside the Institutional Investment Industry · Jun 15, 2020 · 54m

Bob Litterman is a founding partner and Chairman of the Risk Committee at Kepos Capital. Prior to Kepos, he spent 23 years at Goldman Sachs, where his roles included heading the firm-wide risk function and the Quantitative Investment Strategies Group at GSAM. Bob was one of the original inductees into Risk Magazine's Risk Management Hall of Fame and is well known for co-developing the Black-Litterman Global Asset Allocation model with the late Fisher Black.

After leaving Goldman in 2009, he became fascinated by the risk management problem posed by climate change, and that is the focus of this…