http://allaboutalpha.com/blog/2007/12/18/home-of-original-black-swans-found-to-have-smallest-population-of-the-statistical-variety/ Hedge funds, portable alpha, 130/30 and alpha-centric investing Fri, 19 Mar 2010 07:52:26 +0000 http://wordpress.org/?v=abc hourly 1 http://allaboutalpha.com/blog/2007/12/18/home-of-original-black-swans-found-to-have-smallest-population-of-the-statistical-variety/comment-page-1/#comment-63946 Greg H M Thu, 20 Dec 2007 14:21:04 +0000 http://allaboutalpha.com/blog/2007/12/18/home-of-original-black-swans-found-to-have-smallest-population-of-the-statistical-variety/#comment-63946 August 2007 proved that these crises seem to happen more and more often. August 2007 proved that these crises seem to happen more and more often.

]]> http://allaboutalpha.com/blog/2007/12/18/home-of-original-black-swans-found-to-have-smallest-population-of-the-statistical-variety/comment-page-1/#comment-63671 Wednesday links: strategy diversification « Abnormal Returns Wed, 19 Dec 2007 15:47:25 +0000 http://allaboutalpha.com/blog/2007/12/18/home-of-original-black-swans-found-to-have-smallest-population-of-the-statistical-variety/#comment-63671 [...] “Outliers” play an important role in equity market returns. (All About Alpha) [...] [...] “Outliers” play an important role in equity market returns. (All About Alpha) [...]

]]> http://allaboutalpha.com/blog/2007/12/18/home-of-original-black-swans-found-to-have-smallest-population-of-the-statistical-variety/comment-page-1/#comment-63611 Harry M. Kat Wed, 19 Dec 2007 11:56:39 +0000 http://allaboutalpha.com/blog/2007/12/18/home-of-original-black-swans-found-to-have-smallest-population-of-the-statistical-variety/#comment-63611 Another attempt of the "Black Swan Movement" to present simple, well-known fact as a major discovery. After 50 years of research, we all know damn well that equity returns are not normally distributed (very few things are!) and that there are more extreme returns than one might expect. Isn't that exactly one of the biggest challenges in equity investing? Another attempt of the “Black Swan Movement” to present simple, well-known fact as a major discovery. After 50 years of research, we all know damn well that equity returns are not normally distributed (very few things are!) and that there are more extreme returns than one might expect. Isn’t that exactly one of the biggest challenges in equity investing?

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