The Quantitative Investment Management (Econ 158) course at Pomona attempts to explain the messy world of investing and finance so that students are better prepared to confront the real-world of investing.
In conjunction with this course, Pomona is hosting three 'wizards' who helped revolutionalize finance.
These brilliant and amazing men will dazzle you with their presence. For those of you who do not study finance or economics, I invite you to attend as well. The topics should be suitable for a general audience.
The first wizard, Dr. Robert Litterman, was an economist best known for Bayesian econometrics before arriving at Goldman Sachs and working with Fischer Black. The model he and Fischer developed is now used at most asset management operations in the world and is called the Black-Litterman model. He went on to head the risk management department of Goldman Sachs and is now on the executive team in charge of the entire asset management division.
GUEST: Dr. Robert Litterman, Director of Quantitative Resources overseeing Quantitative Investment Strategies and Global Investment Strategies at Goldman Sachs
TOPIC: Exotic Beta
DATE: April 24, 2008
TIME: 4:15 PM - 6:00 PM (there may be a break in the middle - also Q&A session at the end)
LOCATION: Hahn 101, 420 North Harvard Avenue, Claremont, CA 91711