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A financial instrument or investment strategy that follows a Holy Grail distribution is a perfect hedge to an instrument that follows the Taleb distribution. When a "Taleb" investment vehicle suffers an unusual loss, a perfect hedge exhibits a strong return compensating for that loss (both outliers must take place at the same time).
Taleb and Holy Grail Distributions. In economics and finance, a Taleb distribution is the statistical profile of an investment which normally provides a payoff of small positive returns, while carrying a small but significant risk of catastrophic losses.
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In mathematical finance, a replicating portfolio for a given asset or series of cash flows is a portfolio of assets with the same properties (especially cash flows). This is meant in two distinct senses: static replication, where the portfolio has the same cash flows as the reference asset (and no changes need to be made to maintain this), and dynamic replication, where the portfolio does not ...
It's a classic tale: You have last-minute guests coming over for dinner or a bake sale fundraiser you didn't find out about until the night before—and now you need to concoct some tasty treats ...
ALBANY, N.Y. (AP) — New York Gov. Kathy Hochul on Thursday said she will push for new laws to make it harder for hedge funds to purchase large numbers of single-family homes in the state. In a ...
[4] [5] [7] [8] The two of them previously ran Empirica Capital, a hedge fund that closed in 2004 due to subpar returns. [4] [6] [8] Universa was launched with $300 million under management and traded out of a small office in Santa Monica, California. [4] [5] Software programs were developed to search the options markets for deals. [5]