Value at risk: time for more rigour - FT.com
Value at risk: time for more rigourThat whooshing noise in the background is the sound of received wisdom crashing to the ground. One of the consequences of last week’s admission by JPMorgan that it…
Harvey Sax’s blog now lives here on insomniachedge.com/blog/.
Please note that “The insomniac hedge fund guy” is a moniker Harvey Sax, the portfolio manager for The Insiders Fund has used from time to time on email, blog, and social media posts. While Mr. Sax is the portfolio manager of The Insiders Fund, these posts are not communications from, nor endorsed by, Alpha Wealth Funds, LLC or any of its managed funds. References to Alpha Wealth Funds or its affiliates are for identification only and do not imply sponsorship or approval.