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I was reading Nassim Nicholas Taleb’s “Black Swan” book, given the recent volatile market. His strategies are based on hedging against the tail risk, and can be mathematical very complex. A more simple version of the theory for the investor was published today at Seeking Alpha. It may be off interest to LI subscribers.
Thanks for sharing. Link to paper going in a similar direction: https://www.cambriainvestments.com/wp-content/uploads/2017/10/TAIL-Final-10.03.17-B.pdf
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