| 27.09.2007 Opalesque Exclusive; Hedge Fund Replication & Alternative Beta conference, Day 2: Nassim Nicholas Taleb on factor models, fat tails and data mining, Deutsche Bank`s beta index, Barclays` systematic models in FX, Some investors intend using replicators for pro-active exposure management |
| From Benedicte Gravrand, Geneva:
This was a very cerebral last day (organised by IRC Conferences.) Opinions about the clones were divided. Many representatives from academia made important points (and much quipping). Here is a round-up of the talks. Some impressions I got out of those lectures was that 1) the clones (replicates and alternative beta products), however long they last, will |
| Article source: http://allaboutalpha.com/blog/2007/09/27/day-two-in-geneva-black-swans-a-new-way-to-clone-and-new-research-on-persistence/ - Opalesque is not responsible for the content of external internet sites |