Bob Litterman (Kepos Capital) on Quantitative Investing, Liquidity Risk and Climate Policy
The Capitalism and Freedom in the Twenty-First Century Podcast - A podcast by Jon Hartley
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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.
