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Quantifying Structural Risk in 'Zombified' Markets | Hari Krishnan & Ash Bennington
Hidden Forces
Is There a Difference Between Historical and Single Metric Risk Models?
There's no way to capture the broader distribution in a single metric. And when you have people who are positioning very large institutional portfolios based on these single metric risk models, or single metric risk over views of what's happening,. You wind up with a miss match between what the actual historical performance or returns have been, and what that single metric shows you. So guys, i want to give you got a chance to share any of ther thoughts you have about the about the lessons that you want to impart from it.
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