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You're not dreaming. I remember that it was an article about how to allocate your portfolio according to the risk inherent in the various investment options. It
by mkn 18y ago
You're not dreaming. I remember that it was an article about how to allocate your portfolio according to the risk inherent in the various investment options. It appeared here on hacker news, and yes, it put the lie to a lot of Taleb's claims about risk and investing.
I am not nearly a good enough statistician to give a good critique of Talib's theories.
Neither is he. (rimshot)
- jon_dahl 18y agoYou're not dreaming. I remember that it was an article about how to allocate your portfolio according to the risk inherent in the various investment options. It appeared here on hacker news, and yes, it put the lie to a lot of Taleb's claims about risk and investing. I'd love to see this article. Anyone know what it is?
- biohacker42 18y agoYes, thank you, that's the article I am talking about. And it had the name of a mathematical theorem for investing, I think a girl's name.