Hedge Funds : La gestion des risques par Nassim Taleb

A lire un article sur Nassim Taleb par "Bloomberg Markets" :

"On a freezing day in March 2007, Nassim Taleb walked into a conference room at Morgan Stanley's Manhattan offices on 47th Street and Broadway to address a group of the firm's risk managers. His message: Your models don't work.Using a whiteboard to scribble out his calculations, Taleb, now 48, began one of his rants, this time against stress tests--Wall Street lingo for examining how a market rout will play out. Stress tests are inherently risky because they ignore rare but potentially devastating events, Taleb said......"


http://www.fooledbyrandomness.com/bloombergProfile.pdf