Archive
Category: Risk Management
- October 26, 2010Robyn Williams and David Spiegelhalter Discuss Risk
A nice audio discussion (MP3) about risk. The post at the university held by the professor was funded by trend follower David Harding. Give a listen! Transcript: Robyn Williams: So what’s the…
- October 12, 2010Ancient Man Had No Risk Management
Putting risk into the discussion: “There are just four kinds of bets. There are good bets, bad bets, bets that you win, and bets that you lose. Winning a bad bet can…
- November 20, 2009Larry Hite on Risk
Some wise views from Larry Hite: “We don’t really trade silver…we don’t trade the S&P…we trade the differences. We really are risk managers. We take on risks, try to exploit them and…
- March 26, 2009CalPERS: The Wrong Focus
The California Public Employees’ Retirement System (CalPERS) clearly had a rough go of it in the last 6 months. They lost a great deal of money. Now they seem intent on solving…
- July 4, 2008“Pimping Risk”
This article and excerpt caught my eye “The [mutual fund] industry sets targets that are far too high and then says, ‘Gee let us help you hit that target — put your…
- February 20, 2007Larry Hite: Life Is A Betting Game
From Larry Hite: “There are just four kinds of bets. There are good bets, bad bets, bets that you win, and bets that you lose. Winning a bad bet can be the…
- September 3, 2006Michael J. Mauboussin: Perspectives on Risk
Michael J. Mauboussin excerpts (PDF) from a presentation the Greenwich Roundtable: LTCM used statistical arbitrage to “vacuum up nickels”, as one of the founders, Myron Scholes, described it. One essential component of…