Newer posts are loading.
You are at the newest post.
Click here to check if anything new just came in.

Do Our Financial Models Still Work?

Do Our Financial Models Still Work?

  • Aaron Brown, Risk Manager, AQR Capital Management; Author, The Poker Face of Wall Street and A World of Chance
  • Colin Camerer, Robert Kirby Professor of Behavioral Finance and Economics, California Institute of Technology
  • Stacy-Marie Ishmael, Reporter, Financial Times
  • Myron Scholes, Nobel Laureate, 1997; Chairman, Platinum Grove Asset Management
  • Bruce Tuckman, Director of Financial Markets Research, Center for Financial Stability

Moderator: Glenn Yago, Executive Director, Financial Research, Milken Institute

Update: See also:

What's Wrong with Risk Models, by John Cassidy: First up, sincere apologies to the organizers and attendees of the Milken Global Forum, in Los Angeles, where I was due to appear this afternoon at a session about economic models of risk. I was looking forward to engaging the other panelists, who included Nobel laureate Myron Scholes, of “Black Scholes” fame; Colin Camerer, a Cal-Tech behavioral economist I’ve written about in the past; and Aaron Brown, a former Wall Street risk modeler. Unfortunately, my early morning flight from Ottawa, Canada, where I had another speaking engagement last night, was canceled...

Anyway, here is roughly what I would have said ...

Reposted by02mydafsoup-01 02mydafsoup-01

Don't be the product, buy the product!

Schweinderl