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  • Lehman's Risk Management Strategy May Have Caused the Problems [View article]
    People who liked this article should read <i>The Black Swan,</i> by Nassim Taleb. It is very critical of people who use Gaussian methods to ignore the 1% chance of catastrophe (the incalculable "black swan" event).
    Sep 12 11:17 am |Rating: 0 0
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