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SYMPOSIUM ON RISK PARITY
Friends, in the wake of the road-rage by the lunatic of #AQR, @CliffordAsness, I will post short tutorial videos explaining the BS in theories of diversification.
I will answer Qs here.
Thread is v. technical. Nonscientific commentators will be blocked
Friends, in the wake of the road-rage by the lunatic of #AQR, @CliffordAsness, I will post short tutorial videos explaining the BS in theories of diversification.
I will answer Qs here.
Thread is v. technical. Nonscientific commentators will be blocked
The points presented by @CliffordAsness are far from technical. (BTW I am not blocking him so he can rebut as he wishes).
https://twitter.com/Balkanmasturb8r/status/1265289087482814465?s=20">https://twitter.com/Balkanmas...
https://twitter.com/Balkanmasturb8r/status/1265289087482814465?s=20">https://twitter.com/Balkanmas...
SYMPOSIUM on ELLIPTICALITY and how it cancels diversification https://youtu.be/9oIpb4zYxt4 ">https://youtu.be/9oIpb4zYx...
People are starting to get it!!
But I picked #AQR among all other representatives of the Flawed Mod. Finance because they keep publishing unrigorous crap about tail hedging & Ilmanen is verbalistic.
(Sorry I can& #39;t stand fools. #Rigor in reasoning). https://twitter.com/ElCordobez1/status/1265595687313510401?s=20">https://twitter.com/ElCordobe...
But I picked #AQR among all other representatives of the Flawed Mod. Finance because they keep publishing unrigorous crap about tail hedging & Ilmanen is verbalistic.
(Sorry I can& #39;t stand fools. #Rigor in reasoning). https://twitter.com/ElCordobez1/status/1265595687313510401?s=20">https://twitter.com/ElCordobe...
For our French friends who requested a conversation on Ellipticality: with Raphael Douady. https://youtu.be/4kJQAXugOaY ">https://youtu.be/4kJQAXugO...
