The Barbell formalized: Tail Risk Constraints and Maximum Entropy http://www.fooledbyrandomness.com/barbell.pdf
via The Barbell formalized: Tail Risk Constraints… – Nassim Nicholas Taleb.
The Barbell formalized: Tail Risk Constraints and Maximum Entropy http://www.fooledbyrandomness.com/barbell.pdf
via The Barbell formalized: Tail Risk Constraints… – Nassim Nicholas Taleb.