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Robert Litterman receives inaugural S. Donald Sussman award

Robert Litterman
Chairman of Risk Management, Kepos Capital
Robert Litterman
Chairman of Risk Management, Kepos Capital

Dr. Robert Litterman, chairman of risk management at Kepos Capital, was named the inaugural recipient of the S. Donald Sussman Award in May 2012. Awarded to individuals or groups who best exemplify Donald Sussman’s career as a successful investor in quantitative investment strategies and models, the award was given to Litterman for his outstanding analytic contributions to the financial services industry.

“I’m delighted to bestow this award on Dr. Litterman,” said David Schmittlein, John C Head III Dean. “In the wake of the financial crisis, it’s more important than ever to recognize individuals and groups who exemplify best practices in this area. Dr. Litterman sets a high standard for future recipients of this award.”

Professor Andrew W. Lo, director of MIT Sloan’s Laboratory for Financial Engineering, agreed. “The MIT Sloan Finance Group is delighted with this choice. Bob Litterman has been a thought-leader in many areas of investment management and financial engineering, and is also a first-rate practitioner.”

Donald Sussman and many of the contributors to the award fund joined faculty and students in Cambridge on September 20, 2012, for the first of three public lectures by Litterman. The talk, entitled “The Price of Climate Risk,” was attended by several hundred members of the community. To view a video of the lecture, click here.