Robert Litterman | Academic Influence

Robert Litterman's AcademicInfluence.com Rankings

Robert Litterman

Economics

#1302

World Rank

#1505

Historical Rank

economics Degrees

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Economics

Robert Litterman's Degrees

Bachelors Economics University of California, Berkeley

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Why Is Robert Litterman Influential?

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According to Wikipedia, Robert Bruce Litterman is chairman of the Risk Committee and a founding partner of Kepos Capital in New York. Prior to Kepos Capital, Litterman spent 23 years at Goldman Sachs, where he was head of the Quantitative Resources Group in Goldman Sachs Asset Management for 11 years, starting in 1998. Prior to that position, Litterman headed the firm-wide risk department from 1994 to 1998, and prior to that he was the co-head of the model development group in the research department of Goldman Sachs' Fixed Income Division. Litterman received a Ph.D. in economics from the University of Minnesota in 1980.

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Robert Litterman's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Common Factors Affecting Bond Returns (1991) (1797)
Forecasting and Conditional Projection Using Realistic Prior Distributions (1983) (1650)
Forecasting with Bayesian Vector Autoregressions-Five Years of Experience (1984) (1515)
Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data (1983) (334)
Techniques of forecasting using vector autoregressions (1979) (298)
Explorations into Factors Explaining Money Market Returns (1994) (297)
Corporate bond valuation and the term structure of credit spreads (1991) (293)
Asset Allocation (1991) (286)
A random walk, Markov model for the distribution of time series (1983) (282)
The Intuition Behind Black-Litterman Model Portfolios (2002) (276)
Volatility and the Yield Curve (1991) (174)
The Forecasting accuracy of major time series methods (1986) (167)
Hot Spots™ and Hedges (1996) (153)
A Statistical Approach to Economic Forecasting (1986) (91)
Forecasting and policy analysis with Bayesian vector autoregression models (1984) (88)
Natural climate solutions are not enough (2019) (81)
Declining CO2 price paths (2019) (76)
Specifying vector autoregressions for macroeconomic forecasting (1984) (73)
Above-average national growth in 1985 and 1986 (1984) (45)
An Experienced View on Markets and Investing (2012) (39)
Building a Coherent Risk Measurement and Capital Optimisation Model for Financial Firms (1998) (27)
Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts (1983) (26)
Optimal Control of the Money Supply (1982) (26)
Who Should Hedge Tail Risk? (2011) (20)
RATS-Regression Analysis of Time Series (1982) (19)
Managing Market Exposure (1996) (18)
Pricing Climate Change Risk Appropriately (2011) (18)
The costs of intermediate targeting (1984) (14)
Exotic Beta Revisited (2014) (14)
Risk Management Series January 1998 Estimating Covariance Matrices (1998) (13)
The Active Risk Puzzle (2004) (13)
Forecasting with Bayesian vector autoregressions — Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25–38 (1986) (11)
Have the Benefits of International Diversification Diminished? (1994) (9)
How monetary policy in 1985 affects the outlook (1985) (8)
David Swensen on the Fossil Fuel Divestment Debate (2015) (7)
Modelling Procedures for Univariate Economic Time Series (1984) (7)
Past, Present, and Future Financial Thinking (2014) (7)
A use of index models in macroeconomic forecasting (1982) (6)
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment (1986) (6)
The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions (1987) (6)
As the nation's economy goes, so goes Minnesota's (1982) (3)
Future Directions for Investment Management—Call for Papers (2012) (1)
A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1–4 (1986) (0)
Advances in econometrics, edited by Hildenbrand, Werner, Cambridge: Cambridge University Press, 1982. Price: £25.00/$40.00. Pages: 301 (1984) (0)
Equilibrium Exchange Rate Hedging (2016) (0)
Practical Applications of A Conversation With Robert Litterman (2014) (0)
A Liquid Market Index of Japanese Government Bonds (1991) (0)
A REINTERPRETATION OF POSTWAR U.S. DATA (1985) (0)
District conditions / a midyear report (1983) (0)
Early Childhood Education for Children with Autism (2013) (0)
Spring 1983 Deposit Insurance Reform or Deregulation Is the Cart , Not the Horse (1983) (0)
Implications for the asset management industry. (2004) (0)

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What Schools Are Affiliated With Robert Litterman?

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