Liquidity Premium with Adam Butler (S1E8)
Flirting with Models
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Diversification - I'm Sorry, I Didn't Keep Up With at All
It's very hard, at least for me, to have any confidence that one particular model is the Holy Grail model. You can derive the correlations analytically. And you can't use whatever the sample correlation is rather to figure out what that weighting mechanism should be. These are uncompensated deaths. That specificity risk really is hard to justify.
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