Chris F. Masse May 27th, 2008
Via Fortune, the Financial Times
InTrade:
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Kudos to Caveat Bettor for being prescient on this event derivative market.
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Sphere: Related ContentChris F. Masse March 17th, 2008
The most credible explanation of why risk management based on state-of-the-art statistical models can perform so poorly is that the underlying data used to estimate a model’s structure are drawn generally from both periods of euphoria and periods of fear, that is, from regimes with importantly different dynamics.
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Sphere: Related Content
