Bob Litterman (Kepos Capital) on Quantitative Investing, Liquidity

The Capitalism and Freedom in the Twenty-First...

Bob Litterman (Kepos Capital) on Quantitative Investing, Liquidity Risk and Climate Policy

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Bob and Jon discuss Bob’s role in the history of quantitative finance at Goldman Sachs and his seminal work with Fischer Black. They also cover the 2024 carry trade liquidity crisis, its parallels to the 2007 quant crisis, Bob’s views on climate policy, and his E-Z carbon pricing model and support for carbon taxes.

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