Tag Archives: Tail Risk

Nobel Prize Winner Thomas Sargent on Risk, Ambiguity, and Investment Decision Making

The New York University professor contends that investors often mistake ambiguity premia for risk premia because of faulty financial models. Read More

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Monitoring, Managing, and Hedging against Tail Risks

Robert Litterman of Kepos Capital and Pranay Gupta, CFA, of Lombarad Odier Darier Hentsch will speak at this year’s Research Foundation Workshop for the Practitioner, focusing on identifying and protecting against tail risk. Read More

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