Shows
Fat Tony's PodcastRaphael Douady - From Theorems to Wall StreetIn this episode we're joined by Raphael Douady, a pioneering academic who transformed his career from proving complex mathematical theorems to becoming one of the first academic quants on Wall Street. Discover how Raphael navigated the challenges of transitioning between diverse fields, from academia to the space industry, and ultimately into finance. He shares fascinating anecdotes about career serendipity and the evolving financial landscape, and invaluable insights of thriving in unpredictable environments.Gain a deeper understanding of financial entrepreneurship and risk management with Raphael’s advice on industry challenges. From an unexpected career move to China, cut sho...2024-11-291h 12
audios para miEn100TM Asobre la predicción.
Asedié a preguntas a los siguientes científicos: Terry Burnham, Robert
Trivers, Rnbyn Dawes, Peter Ayron, Scon Atran, Dan Goldstein, AJexan-
der Reisz, Art De Vany, Raphael Douady, Piotr Zielonka. Gur Huberman,
Elkhonon Goldberg y Dan Sperber. Ed Thorp, el verdadero propietario de
la «fórmula Black-Scholes», fue de gran ayuda; al hablar con él, me di cuen-
ta de que los economistas ignoran las producciones intelectuales que se de-
sarrollan fuera de su mundo, por muy valiosas que sean. Lorenzo Perilli
fue extremadamente generoso con sus conlentarios sobre Menodoro y
contribuyó a corregir alglmos errores. Duncan W...2019-01-182h 14
Enterprising InvestorUncovering Hidden Risks in Investment PortfoliosIn Episode #353, Professor Raphael Douady and Ron Rimkus, CFA, discuss the evolution of risk management practices and where we are today. Douady believes even with the “quantitative-ization” of risk management and increased sophistication in data analysis, investors need to strive to uncover the invisible or hidden risks of their investment portfolios. Risk management strategies that only focus on the visible risks could exacerbate the invisible risks inadvertently. Douady also explains that the evaluation of risk is not just about fat tails, it is also about where the risks are coming from. Douady’s “Dominant Factor Analysis” is one method that helps...2018-12-0528 min