Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked March 7, 2021

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Sat May 23 14:10:54 +0000 2020

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Nassim Nicholas Taleb @nntaleb

@goldstein_aa Sorry. Wasn't aware. Must be an error. — PolitiTweet.org

Posted May 23, 2020 Hibernated

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Nassim Nicholas Taleb @nntaleb

Forgot to reference the lunatic of #AQR, @CliffordAsness — PolitiTweet.org

Posted May 23, 2020 Hibernated

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Nassim Nicholas Taleb @nntaleb

Adding to book: Foundation of Risk Parity is, officially: 1) finite and KNOWN variance 2) ellipticality. Problem: variance is not projectable since kurtosis is patently infinite. No ellipticallity since infinite higher order moments. Also problem of preasymptotic behavior. https://t.co/OyDY4YPh6B — PolitiTweet.org

Posted May 23, 2020 Hibernated