Value At Risk
topic on 1 show · 1 statements across 1 episodes
1 statements about Value At Risk, every show
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…”