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See searches and references containing ROBERT LITTERMAN!ROBERT LITTERMAN
American economist
Robert Bruce Litterman (born 1951) is chairman of the Risk Committee and a founding partner of Kepos Capital in New York. Prior to Kepos Capital, Litterman
Robert_Litterman
Financial model for portfolio allocation
Black–Litterman model is a mathematical model for portfolio allocation developed in 1990 at Goldman Sachs by Fischer Black and Robert Litterman. It seeks
Black–Litterman_model
Statistical estimation method
forecast accuracy. A typical example is the shrinkage prior, proposed by Robert Litterman (1979) and subsequently developed by other researchers at University
Bayesian vector autoregression
Bayesian_vector_autoregression
2010, he founded Kepos Capital together with Giorgio De Santis and Robert Litterman. Carhart, Mark M. (1997-05-15). "Mutual Fund Survivorship". USC working
Mark_Carhart
Use of mathematical and statistical methods in finance
stochastic calculus. 1992 – Fischer Black and Robert Litterman, Global Portfolio Optimization, Black–Litterman model 1994 – J.P. Morgan RiskMetrics Group
Quantitative analysis (finance)
Quantitative_analysis_(finance)
U.S. based investment management firm
locations 5 offices Area served Worldwide Key people Mark Anson (CEO) Robert Litterman (Chairman) AUM US$28 billion (2021) Number of employees 240 Website
Commonfund
Academic journal
Leibowitz, John M. Liew, Robert Litterman, Andrew Lo, Burton Malkiel, Lasse Pedersen, Jeremy Siegel, Steve Strongin, and Robert E. Whaley. In 2019, the
The Journal of Portfolio Management
The_Journal_of_Portfolio_Management
Douglas T. Breeden 2012 Robert Litzenberger 2011 Robert F. Engle 2010 Peter P. Carr 2009 Richard Roll 2008 Robert Litterman 2007 Jack L. Treynor 2006
International Association for Quantitative Finance
International_Association_for_Quantitative_Finance
Protecting economic value by managing risk exposure
Risk Factors". MPRA Paper Guangliang He and Robert Litterman (1999). "The Intuition Behind Black-Litterman Model Portfolios". Goldman Sachs Quantitative
Financial_risk_management
American economist (born 1943)
by the International Association of Financial Engineers in 1998. "Robert Litterman of Goldman Sachs Selected as the Recipient of the 2008 IAFE/SunGard
John_Carrington_Cox
American economist
conversion. Ph.D. dissertation, Massachusetts Institute of Technology. "Robert Litterman of Goldman Sachs Selected as the Recipient of the 2008 IAFE/SunGard
Jonathan_E._Ingersoll
American economist and Nobel Laureate (born 1943)
Rational expectations was introduced into economics by John Muth, then Robert Lucas, Jr., and Edward C. Prescott took it much farther. In work written
Thomas_J._Sargent
Academic discipline concerned with the exchange of money
Vol. 1, No. 2: pp. 7-18 Guangliang He and Robert Litterman (1999). "The Intuition Behind Black-Litterman Model Portfolios". Goldman Sachs Quantitative
Financial_economics
individual investors including Robert Litterman, who spent 23 years at Goldman Sachs and developed the Black–Litterman model together with Fischer Black
SOFR_Academy
American financial economist (1938–1995)
33–39. ISSN 0015-198X. Retrieved March 23, 2026. Black, Fischer; Litterman, Robert (September 1992). "Global Portfolio Optimization" (PDF). Financial
Fischer_Black
Spike arrangement on stegosaur tails
Lotharingien de Combinatoire. 78B: 80. arXiv:1611.07474. Zhu, Wandi S.; Litterman, Adam J.; Sekhon, Harshaan S.; Kageyama, Robin; Arce, Maya M.; Taylor
Thagomizer
Process of selecting a portfolio
www.finra.org. 15 June 2022. Retrieved 16 March 2024. Robert Martin (2018). Black-Litterman Allocation Chua, D.; Krizman, M.; Page, S. (2009). "The
Portfolio_optimization
Investment strategy
ISBN 978-0073530703.{{cite journal}}: CS1 maint: periodical has ISBN (link) Litterman, Robert (2003). "Modern Investment Management: An Equilibrium Approach". Journal
Asset_allocation
Experimental therapy
659–663. doi:10.1038/nm.3569. PMC 4224436. PMID 24793238. Katsimpardi L, Litterman NK, Schein PA, Miller CM, Loffredo FS, Wojtkiewicz GR, et al. (May 2014)
Young_blood_transfusion
Mathematical framework for investment risk
of risk. This helps with some of these problems, but not others. Black–Litterman model optimization is an extension of unconstrained Markowitz optimization
Modern_portfolio_theory
Measure of a fixed-income instrument's sensitivity to interest rates
Macaulay, modified duration and convexity. Retrieved 31 October 2025. Litterman, Robert B.; Scheinkman, Jose (June 1991). "Common Factors Affecting Bond Returns"
Duration_(finance)
North American bridge championship
flight (above). 2001 20 Merlin Vilhauer, Pam Stratton, Robert Johnson, Bruce Cuthbertson, Mark Litterman 6 Lyle Poe, Rusty Krauss, David Butler, Raphael Kahn
Grand_National_Teams
List of notable quantitative analysts
Meucci, Italian, applied mathematician, known for refining the Black–Litterman model and other portfolio and risk management methodologies. Salih Neftçi
List_of_quantitative_analysts
Chomsky". Mankiw, Greg (2008-12-16). "Chu and Pigou". Retrieved 2010-03-02. "Litterman on carbon finance". 7 August 2013. "The Case for Charges on Greenhouse
List of supporters of Pigouvian taxes
List_of_supporters_of_Pigouvian_taxes
Austro-American academic
on this topic, joint with Kent Daniel of Columbia University and Bob Litterman of Kepos Capital further emphasizes the importance of pricing climate
Gernot_Wagner
Different genetic causes for the same disease
4857.290. ISSN 0007-1447. PMC 2093356. PMID 13115700. Yancovitz, Molly; Litterman, Adam; Yoon, Joanne; Ng, Elise; Shapiro, Richard L.; Berman, Russell S
Genetic_heterogeneity
Danish medical doctor and scientist
Jonas; Liu, Xueping; Muglia, Lisa M.; Juodakis, Julius; Miller, Daniel E.; Litterman, Nadia; Jiang, Pan-Pan; Russell, Laura; et, al. (21 September 2017). "Genetic
Mads_Melbye
ROBERT LITTERMAN
ROBERT LITTERMAN
Male
French
 Norman French form of Latin Robertus, ROBERT means "bright fame." Compare with another form of Robert.
Male
Italian
Italian, Portuguese, and Spanish form of Latin Robertus, ROBERTO means "bright fame."
Male
Czechoslovakian
, bright fame.
Male
Welsh
Welsh form of German Hrodebert, RHOBERT means "bright fame."Â
Boy/Male
German American Shakespearean Teutonic English French Scottish
Famed, bright; shining. An all-time favorite boys' name since the Middle Ages. Famous Bearers:...
Female
Italian
 Feminine form of Latin Robertus, ROBERTA means "bright fame." In use by the Italians, Portuguese and Spanish. Compare with another form of Roberta.
Boy/Male
Australian, Czech, Danish, German, Swedish
Famous Brilliance from Robert; Bright Famous One
Male
French
 French name derived from Latin Albertus, ALBERT means "bright nobility." Compare with other forms of Albert.
Boy/Male
American, Anglo, Australian, British, Chinese, Christian, Czechoslovakian, Danish, Dutch, English, Finnish, French, German, Indian, Irish, Italian, Jamaican, Netherlands, Polish, Scottish, Swedish, Swiss, Teutonic
Bright with Fame; Famed; Bright; Shining; An All-time Favorite Boys Name Since the Middle Ages; A; 14th-century King Robert the Bruce; Robert Burns the Poet
Male
English
English variant spelling of French Albert, ELBERT means "bright nobility."
Male
English
 Middle English form of Anglo-Saxon Æthelbert, ALBERT means "bright nobility." Compare with other forms of Albert.
Surname or Lastname
English, French, German, Dutch, Hungarian (Róbert), etc
English, French, German, Dutch, Hungarian (Róbert), etc : from a Germanic personal name composed of the elements hrÅd
‘renown’ + berht ‘bright’, ‘famous’. This is found occasionally
in England before the Conquest, but in the main it was introduced into
England by the Normans and quickly became popular among all classes of
society. The surname is also occasionally borne by Jews, as an
Americanized form of one or more like-sounding Jewish surnames.A Robert from La Rochelle, France is documented in Trois-Rivières,
Quebec, in 1666, with the secondary surname
Surname or Lastname
English and French
English and French : variant of Robert.
Female
French
Feminine form of Norman French Robert, ROBERTE means "bright fame."
Surname or Lastname
English
English : patronymic from the personal name Robert. This surname is very frequent in Wales and west central England. It is also occasionally borne by Jews, presumably as an Americanized form of a like-sounding Jewish surname.
Boy/Male
American, Australian, British, Chinese, Danish, English, French, German, Italian, Latin, Portuguese, Spanish, Swiss, Teutonic
Bright with Fame; Wide Fame; Spanish Form of Robert Shining Fame
Surname or Lastname
English
English : variant of Roberts.
Surname or Lastname
English
English : patronymic from Robart.
Male
English
 English form of Anglo-Saxon Hreodbeorht, ROBERT means "bright fame." Compare with another form of Robert.
Surname or Lastname
English
English : variant of Roberts.
ROBERT LITTERMAN
ROBERT LITTERMAN
ROBERT LITTERMAN
ROBERT LITTERMAN
ROBERT LITTERMAN
ROBERT LITTERMAN
ROBERT LITTERMAN
n.
See Herb Robert, under Herb.
v. t.
Sheltered; not open or exposed; retired; protected; as, a covert nook.
a.
Evincing strength; indicating vigorous health; strong; sinewy; muscular; vigorous; sound; as, a robust body; robust youth; robust health.
superl.
Not proceeding from, or attended with, passion; calm; as, sober judgment; a man in his sober senses.
v. t.
Under cover, authority or protection; as, a feme covert, a married woman who is considered as being under the protection and control of her husband.
n.
A boat propelled by three rowers with four oars, the middle rower pulling two.
v. t.
To invest with a robe or robes; to dress; to array; as, fields robed with green.
v. i.
One who practices robbery on the seas; a pirate.
v. t.
To make sober.
a.
Not covert; open; public; manifest; as, an overt act of treason.
v. t.
To change back. See Revert, v. i.
a.
Having a disposition or temper habitually sober.
n.
A rover or footpad; a prowling robber.
n.
One who ranges; a rover; sometimes, one who ranges for plunder; a roving robber.
a.
Requiring strength or vigor; as, robust employment.
superl.
Temperate in the use of spirituous liquors; habitually temperate; as, a sober man.
imp. & p. p.
of Robe
superl.
Not intoxicated or excited by spirituous liquors; as, the sot may at times be sober.
v. i.
To become sober; -- often with down.