https://twitter.com/nntaleb/status/602476618108436482
A formalization of the barbell strategy: “Tail risk constraint and maximum entropy” (Final Version) http://www.fooledbyrandomness.com/barbell.pdf
https://twitter.com/nntaleb/status/602476618108436482
A formalization of the barbell strategy: “Tail risk constraint and maximum entropy” (Final Version) http://www.fooledbyrandomness.com/barbell.pdf