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Tuesday, April 27, 2010

Do Our Financial Models Still Work?

Do Our Financial Models Still Work?

  • 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 ...

    Posted by on Tuesday, April 27, 2010 at 05:58 PM in Economics, Financial System, Video | Permalink  Comments (7)


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