Monthly Archives: February 2017

Bounded rationalities, routines, and practical as well theoretical blindness: on the discrepancy between markets and corporations

Posted on 28/02/2017 by Prof. Laurent Bibard

Bounded rationalities, routines, and practical as well theoretical blindness: on the discrepancy between markets and corporations The everlasting financial 2008 crisis awoke people from a dream. The dream consisted in the assumption that everything, in our economy and financial networks … Continue reading →

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EVT seen by a Vet: a practitioner’s experience of extreme value theory

Posted on 11/02/2017 by Jean-François Boulier

EVT seen by a Vet: a practitioner’s experience of extreme value theory Financial shocks happen to be much more frequent than wanted. With longer life, and admittedly longer professional life, experience shows how difficult it is to manage through these … Continue reading →

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Protecting Assets Under Non-Parametric Market Conditions

Posted on 05/02/2017 by Prof. Jean-Marie Choffray

Protecting Assets Under Non-Parametric Market Conditions How to invest under non-parametric market conditions! Whether we wish it or not, like it or not, we live in a world in which passenger planes disappear, buildings collapse, rockets explode, countries implode and … Continue reading →

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