Robert Litterman — SPARQNOW

At-a-Glance

Founding Partner and Chairman of the Risk Committee at Kepos Capital
Co-developer of the Black-Litterman mathematical model for portfolio allocation
Spent 23 years at Goldman Sachs, including 11 years as head of the Quantitative Resources Group in Goldman Sachs Asset Management
Earned a Ph.D. in economics from the University of Minnesota (1980)

Biography

Robert Litterman is a founding partner and chairman of the Risk Committee at Kepos Capital in New York. He is also known for co-developing the Black-Litterman mathematical model for portfolio allocation.

Prior to co-founding Kepos Capital, Litterman spent 23 years at Goldman Sachs. During his tenure, he served as head of the Quantitative Resources Group in Goldman Sachs Asset Management for 11 years, starting in 1998.