vol. 21, No 2, 2023 by Eva A. Xu and Eric L. Tarkin Standard models of risk and return are known to underestimate the frequency of extreme events and cannot account for the observed phenomena of increasing correlations in times of stress. This was most salient during the global financial crisis. Despite all of this… Read more
Insights
Insight: Interview with Dean Lebaron and Charley Ellis
Vol. 20, No. 3, 2022 As part of our twentieth anniversary of the JOIM, I have asked a few luminaries to share their sage thoughts in our “Insights” section. The following contribution is from Dean LeBaron who also enlisted comments from Charley Ellis in an interview which preceded our publication. My thanks to Dean and… Read more