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

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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This podcast is focused on economics, finance and public policy, with a common thread to exploring some of the ideas of the late economist Milton Friedman titled after his 1962 book "Capitalism and Freedom".