13. CLIMATE ACTION

Q&A: Robert Litterman on the CFTC climate risk report – Risk.net

Q&A: Robert Litterman on the CFTC climate risk report  Risk.net

robert-litterman-dsc-5684

Robert Litterman: focused on making sure the Climate Leadership Council carbon dividend plan moves forward

Robert Litterman helped refine economic forecasting at the Minneapolis Federal Reserve in the 1980s, and co-developed the eponymous Black-Litterman global asset allocation model at Goldman Sachs, as part of Wall Street’s first cohort of quants in the 1990s. To this day, investment banks still call on the advanced risk management techniques Litterman pioneered.

And yet, his latest task may be the most consequential. Since 2014, Litterman has sought to price climate change, possibly the most

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact to find out more.

Source: risk.net

Leave a Comment