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Last Checked Aug. 24, 2020

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Wed Apr 08 13:16:32 +0000 2020

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Nassim Nicholas Taleb @nntaleb

You did not need recent events to get that the mean-variance based methods, along with RISK PARITY used in finance (by many funds) are a fraud. I explained the details in #TheBlackSwan See paper how we (my friends & I) price options under power laws. https://t.co/ERACBTBZhb https://t.co/mHYZk0W0ok — PolitiTweet.org

Posted April 8, 2020 Hibernated