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Ellipticality (Technical) #taleb, #riskvideo, #blackswan
Modern financial theory assumes that distributions are elliptical. We show what happens if the assumption doesn't hold. And the assumption doesn't hold. Dive…
Ellipticality (Technical) #taleb, #riskvideo, #blackswan
Modern financial theory assumes that distributions are elliptical. We show what happens if the assumption doesn't hold. And the assumption doesn't hold. Dive…
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