Value at Risk
1 statements across 1 episodes · 0 bullish · 1 bearish · 1 people on the record · first statement Jan 2, 2019 by Tren Griffin · across every show →
Everything said about Value at Risk, oldest first
Jan 2, 2019 negative
Griffin: Overreliance on quantitative models blinds students to hidden tail risks
“You can get people who are so caught up in formulas and teaching formulas like value at risk or things like that, the students sort of lose track of the forest. And they also become sort of unduly reliant on models, which may have tail risks, which are unappar…”