Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Oct. 23, 2020

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Thu May 21 12:08:39 +0000 2020

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Nassim Nicholas Taleb @nntaleb

@clairlemon Sorry Claire, there was NO mention of Asness on my part, but a firm called AQR and their report on tail hedges. Please look at facts. — PolitiTweet.org

Posted May 21, 2020 Hibernated

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Nassim Nicholas Taleb @nntaleb

The responses of Cliff Asness @CliffordAsness too this thread have been vastly... nontechnical. https://t.co/kqDZq516XV https://t.co/dRcROHacVM — PolitiTweet.org

1/n AQR issued 2 flawed reports saying tail risk hedging doesn't work (in theory), options are "expensive" Yet th… https://t.co/mGxglpyIwU

Posted May 21, 2020 Hibernated

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Nassim Nicholas Taleb @nntaleb

@tomowenmorgan @clairlemon AQR is not a book. It was a report & paper issued by ...AQR It cost us clients and harmed the state of California who withdrew on its basis and missed the hedge. — PolitiTweet.org

Posted May 21, 2020 Hibernated