- Aaron Brown, Risk Manager, AQR Capital Management; Author, The Poker Face of Wall Street and A World of Chance
- Colin Camerer, Robert Kirby Professor of Behavioral Finance and Economics, California Institute of Technology
- Stacy-Marie Ishmael, Reporter, Financial Times
- Myron Scholes, Nobel Laureate, 1997; Chairman, Platinum Grove Asset Management
- Bruce Tuckman, Director of Financial Markets Research, Center for Financial Stability
Moderator: Glenn Yago, Executive Director, Financial Research, Milken Institute
Update: See also:
What's Wrong with Risk Models, by John Cassidy: First up, sincere apologies to the organizers and attendees of the Milken Global Forum, in Los Angeles, where I was due to appear this afternoon at a session about economic models of risk. I was looking forward to engaging the other panelists, who included Nobel laureate Myron Scholes, of “Black Scholes” fame; Colin Camerer, a Cal-Tech behavioral economist I’ve written about in the past; and Aaron Brown, a former Wall Street risk modeler. Unfortunately, my early morning flight from Ottawa, Canada, where I had another speaking engagement last night, was canceled...
Anyway, here is roughly what I would have said ...