Robert Litterman is the chairman of the Risk Committee and of the Academic Advisory Board at Kepos Capital.
Robert Litterman is the chairman of the Risk Committee and of the Academic Advisory Board at Kepos Capital. Prior to joining Kepos Capital in 2010, he enjoyed a 23-year career at Goldman, Sachs & Co., where in 1994 he was named partner and became head of the firm-wide risk function. While at Goldman, he also spent six years as one of three external advisors to Singapore’s Government Investment Corporation and researched and published a number of groundbreaking papers in asset allocation and risk management. He is the co-developer of the Black-Litterman Global Asset Allocation Model, a key tool in investment management, and has co-authored books including The Practice of Risk Management and Modern Investment Management: An Equilibrium Approach. He earned a Ph.D. in Economics from the University of Minnesota and a B.S. in Human Biology from Stanford University. He is also the inaugural recipient of the S. Donald Sussman Fellowship at MIT's Sloan School of Management and serves on a number of boards, including Commonfund, the Sloan Foundation and World Wildlife Fund.