You're not dreaming. I remember that it was an article about how to allocate your portfolio according to the risk inherent in the various investment options. It appeared here on hacker news, and yes, it put the lie to a lot of Taleb's claims about risk and investing.
I'd love to see this article. Anyone know what it is?
Re:Taleb - the new sage of Wall Street |
by biohacker42 on Tuesday October 07, 2008 @10:59AM
(#325729)
Yes, thank you, that's the article I am talking about.
And it had the name of a mathematical theorem for investing, I think a girl's name.
I am not nearly a good enough statistician to give a good critique of Talib's theories.
Neither is he. (rimshot)