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Nassim Taleb attacks VaR in Congress
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 Nassim Taleb attacks VaR in Congress The risk measuments methods were used by Wall Street to hide risks and collect bonuses. Nassim Taleb (of Universa and NYU) after 13 years of fighting against quantitative risk management is finally getting his say in congress. He also discusses his "Fourth Quadrant" of risks society should not bear because we cannot measure them.
Date : 12 septembre 2009 - 20:48:16
Tags : Nonprofit Nassim Taleb Black Swan Value at Risk Taleb's Fourth Quadrant
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