CFA Society - Houston

2013 CFA Society of Houston Investor Symposium
"Future of Finance"
Friday, November 8, 2013
Jones Graduate School of Business, McNair Hall | Rice University

Bob Litterman

Bob Litterman

Chairman, Risk Committee, Kepos Capital

About Bob Litterman
Bob Litterman is the Chairman of Kepos Capital’s Risk Committee and Academic Advisory Board. Prior to joining Kepos Capital in 2010, Bob enjoyed a 23-year career at Goldman, Sachs & Co., where he served in research, risk management, investments and thought leadership roles. He oversaw the Quantitative Investment Strategies Group, a portfolio management business formerly known as the Quantitative Equities and Quantitative Strategies groups, and Global Investment Strategies, an institutional investment research group. While at Goldman, Bob also spent six years as one of three external advisors to Singapore’s Government Investment Corporation (GIC). Bob was named a partner of Goldman Sachs in 1994 and became head of the firm-wide risk function; prior to that role, he was co-head of the Fixed Income Research and Model Development Group with Fischer Black. During his tenure at Goldman, Bob 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 (Wiley & Co.). Bob 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.

About Kepos Capital
Founded in 2010, Kepos Capital LP is a registered investment adviser and globally focused asset management firm headquartered in New York. Kepos applies a systematic research and investment process that combines economic principles and statistical methods to identify financially profitable opportunities in global markets. Kepos seeks to provide investment advisory services to a broad investor base, such as family offices, endowments, foundations, pension funds and other institutional investors. The firm employs approximately 30 professionals and is entirely employee owned.

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