A one hour clip (lengthly, I know) of a speaker at MIT Sloan discussing some interesting ideas surrounding where Quant and Psychology meet and the implications that has for precipitating dangerous reliance on Quant models, specifically the shortfall Quant models can sometimes exhibit juxtaposed against the relative certainty of applied mathematics to the field of Physics. Very good clip if you have some extra time. http://mitworld.mit.edu/video/794
Sounds interesting. I’ll watch it this weekend. Thanks.
Behavioural Finance + Quant orgasmic!
Just watched the whole thing. It’s pretty enlightening. I have read some of Andrew Lo’s papers before and knew that he was a great financial economist, but didn’t know that he’s such a great speaker and lecturer as well. It’s packed with humor all through out too. I wish I can take classes with him some day.