Meucci and Litterman promise new portfolio system for new hedge fund

- Alexander Campbell
- 23 Jun 2010

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Attilo Meucci, formerly head of research at Bloomberg Alpha Portfolio Analytics and Risk, is to join three ex-Goldman Sachs partners at Kepos Capital, a hedge fund management firm due to launch later this year in New York. The chairman of the firm's advisory board will be Bob Litterman, formerly head of quantitative resources for Goldman Sachs Asset Management, and inventor with Fischer Black of the Black-Litterman global asset allocation model.

"I will be working closely with Bob Litterman to

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