RiXtrema: The New Paradigm in Risk Management
Financial crisis risk is now firmly in the spotlight after a turbulent past quarter century bore witness to a number of market events previously thought to be once-in- a-lifetime occurrences.
The apparent inability of risk models to deal with real world financial markets produced a whole line of popular books decrying unrealistic assumptions behind the extended CAPM-type models, especially the bell curve assumption. We closely examine the old paradigm and present evidence which
clearly
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