Archive for November, 2007
Better to keep quiet…
Emmanuel Derman will be relieved to know that I agree with him when he says of his favourite (Harry Kat I think) approach to hedge fund replication:
But it requires so much statistics on such poor data that it’s hard to swallow.
But he doesn’t get off the hook that easily, I want more. If the problem […]
Posted: November 5th, 2007 under Unsorted.
Comments: none
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