Nunca ouvi falar antes. Mas alguém que diz isto tem que ter algum interesse.
Governments and policy makers don’t understand the world in which we live, so if somebody is going to destroy the world, it is the Bank of England saving Northern Rock. The biggest danger to human society comes from civil servants in an environment like this. In their attempt to control the ecology, they don’t understand that the link between action and consequences can be more vicious. Civil servants say they need to make forecasts, but it’s totally irresponsible to make people rely on you without telling them you’re incompetent.
Ler mais sobre Nassim Nicholas Taleb aqui (via Arts and Letters Daily).
5 Junho, 2008 at 4:30 pm
Deixo apenas uma colecção de citações para reflexão:
“The world banking system still teeters on the edge of meltdown”; “But Taleb makes it easy by proving all the mathematics wrong”; “Dr John is the economist or banker who thinks he can manage risk through mathematics. Fat Tony relies only on what happens in the real world”; “Modern portfolio theory had not accounted for the black swan, the Russian financial crisis of that year”; etc.
Há quem tenha paciência para gurus… Quanto às opções out-the-money, parece-me óptimo!