Episode 277: Musings With French Physicists About Advanced Modelling And Comparing Small Cap Funds

In this episode we answer emails from MyContactInfo and Stanley.  We discuss a podcast interview of Professor Jean-Phillipe Bouchaud about methods of analyzing complex systems and financial markets and compare investments in small cap blend and small cap value funds.

Links:

Rick Bookstaber podcast interview of  Professor Jean-Phillipe Bouchaud:  Seeking Risk: The Fab Rick Show: The Science of Risk (libsyn.com)

The Origin of Wealth book:  Amazon.com: The Origin of Wealth: The Radical Remaking of Economics and What it Means for Business and Society: 9781422121030: Beinhocker, Eric D.: Books

Random Matrix Analysis:  Random matrix - Wikipedia

Dragon Kings Article:  Dragon king theory - Wikipedia

Portfolio Visualizer Analysis of Small Cap Blend vs. Small Cap Value:  Backtest Portfolio Asset Class Allocation (portfoliovisualizer.com)

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