We examine a broad variety of strategies intended to protect a fund of funds from downside risk, focusing on the protection provided by investing…
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The evolution of a quantitative approach to finance has proceeded through many small but significant steps and occasional large epiphanies. A Stylized History This was…
Comments closedA brief lecture given at the BBQ, the Bloomberg Quant Seminar Scientific_Approach_to_Finance
Comments closedFor a couple of years now I’ve had a bad feeling about the field of finance.
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