What will happen to the quants in August 2017?
Andrew Lo
MIT and AlphaSimplex
http://www.nyu.edu/sofie/slides/Lo.ppt
Via Barry Ritholtz.
Pessimism of the Intellect, Optimism of the Will Favorite posts | Manifold podcast | Twitter: @hsu_steve
Friday, August 01, 2008
How Alpha becomes Beta
What will happen to the quants in August 2017?
Andrew Lo
MIT and AlphaSimplex
http://www.nyu.edu/sofie/slides/Lo.ppt
Via Barry Ritholtz.
Labels:
alpha,
andrew lo,
finance,
portfolio theory
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