Monthly Archives: May 2019
Nassim Nicholas Taleb, scientific adviser at Universa Investments, discusses risks facing financial markets, U.S. monetary policy and his concerns about deficits with Bloomberg’s Erik Schatzker at the SALT Conference in Las Vegas on “Bloomberg Markets: The Close.” (Source: Bloomberg)
How the correlation of subsections will be lower than the total (in absolute value). With implications for “empirical” research.
Free copy of the paper – https://arxiv.org/pdf/1802.05495.pdf