Comment The quant delusion The collapse of Lehman Brothers triggered a number of market dislocations that have shaken the foundations of quantitative finance. Government intervention and new regulation could further reshape financial markets, posing challenges for investors and risk managers. The author outlines the issues.
Year of publication: |
2011
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Authors: | Blyth, Stephen |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 24.2011, 1, p. 116-119
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