The Stacking Benjamins Show · Thursday, July 30, 2026
The show features Bob Litterman, a renowned expert in risk pricing, known for co-creating the Black Litterman Model used widely in the financial industry. Litterman, who previously spent 23 years at Goldman Sachs and chaired the CFTC's subcommittee on climate-related market risk, will discuss how markets misprice risk, particularly in the context of homeowners insurance.
“Those are the questions we're asking the co-creator of the model the insurance industry uses to price risk right now. It's Bob Litterman.”
“He spent 23 years at Goldman Sachs, running risk for the firm, heading up quantitative investing. He co-created the model that the financial industry still uses to price risk today, called the Black Litterman Model.”
“But most importantly for today, he's built a career out of finding where markets are mispricing risk.”