A Blog About Financial Risk

Blog Posting: December 20, 2007

Best of 2007 Book Awards

The Best of 2007 Book Awards were just announced. Here is commentary on the winners, some honorable mentions and recent trends in finance publishing.

Taleb KS 02 Feb 2008

Blog Posting: December 10, 2007

Benford's Law

Benford's Law is a fun result and a surprisingly simple tool for uncovering accounting or tax fraud. Even simpler tools are being deployed to detect hedge fund abuses.

December Outperformance The Deal Sleuth 06 Jan 2008

Interesting data Horseless 07 Jan 2008

Blog Posting: November 26, 2007

Played On The Street - Part 2

In a dramatic about-face from last week, the Wall Street Journal now reports on how hedge funds are misrepresenting their assets under management.

Blog Posting: November 19, 2007

Played On The Street

Readers of this blog know that the hedge fund industry is little more than a trillion dollar bait-and-switch scheme. Readers of the Wall Street Journal are not so well informed.

information sources BD 19 Nov 2007

Blog Posting: October 11, 2007

Market Maker's Dilemma

Market volatility has many causes, including our own actions. If we're the cause, can value-at-risk be meaningful?

Dates to CAPM DAX 24 Oct 2007

Blog Posting: August 10, 2007

Hedge Funds: Who'll Take the Toxic Waste?

Long before Mark Twain stood on Wall Street and saw it was a "street with a river at one end and a graveyard at the other," there has been financial manipulation and scams.

Let's be more moderate Krassimir 16 Aug 2007

Re: Let's be more moderate Breathtakingly dishonest 16 Aug 2007

maybe lets be less moderate.... Breathtakingly dishonest 16 Aug 2007

Re: maybe lets be less moderate.... Krassimir 17 Aug 2007

Re: maybe lets be less moderate.... Glyn Holton 17 Aug 2007

Re: maybe lets be less moderate.... Krassimir 20 Aug 2007

Re: maybe lets be less moderate.... Glyn Holton 20 Aug 2007

Re: maybe lets be less moderate.... Krassimir 20 Aug 2007

Re: maybe lets be less moderate.... Glyn Holton 21 Aug 2007

Re: maybe lets be less moderate.... Breathtakingly dishonest 21 Aug 2007

Re: maybe lets be less moderate.... Steve Kenny 17 Aug 2007

Re: Let's be more moderate Gumpwine 08 Oct 2007

Let's be... Mario R. Melchiori 29 Aug 2007

Re: Let's be... Breathtakingly dishonest 29 Aug 2007

Blog Posting: July 13, 2007