Listen "Why Climate Change is Like a Robust Optimal Control Problem"
Episode Synopsis
Despite the systemic risk it poses, climate change still remains largely outside the scope of traditional financial and asset allocation models. Are incentives like a US carbon price the right answer? And how can markets formally treat climate change as a risk factor? Bob Litterman, co-inventor of the Black-Litterman Model, discusses all this and why climate change is like a flaming trucking barrelling toward us.
For more information visit www.man.com/maninstitute/responsible-investment
This podcast was recorded on 20 Sep 2019.
For more information visit www.man.com/maninstitute/responsible-investment
This podcast was recorded on 20 Sep 2019.
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