Standard Risk Models
topic on 1 show · 1 statements across 1 episodes
1 statements about Standard Risk Models, every show
Isch: Multi-strategy funds fail when risk models miss frequent tail events
“Most of the time what you're looking at, if you're looking at a predicted beta or a predicted vol number, is a one standard deviation, 68% confidence interval, best guess average of what the next three to six months are going to look like if they looked like t…”