https://falkenblog.blogspot.com/2008/04/von-neumannmandelbrot.html?m=0
Falkenblog: von Neumann...Mandelbrot?
A 'straw man' argument is to set up a weak counterproposal, and then criticize it. It is a 'straw man', easy to knock down. I thought this...
von neumannfalkenblogmandelbrot
https://falkenblog.blogspot.com/2013/09/bye.html?m=1
Falkenblog: Bye
I've got a new job with Pine River, and I want my new colleagues to know I'm not going to blab about anything that comes up, so blogging is...
falkenblogbye
https://falkenblog.blogspot.com/2010/02/bob-solow-dismisses-high-frequency.html?m=1
Falkenblog: Bob Solow Dismisses High Frequency Trading
At the end of his review on this week's latest book on the recent economic crisis, liberal economist Bob Solow brings in this observation: ...
high frequencyfalkenblogbobsolowdismisses
https://falkenblog.blogspot.com/2020/03/
Falkenblog: March 2020
falkenblogmarch
https://falkenblog.blogspot.com/2010/09/low-volatility-and-beta-10-portfolios.html?showComment=1285185264373
Falkenblog: Low Volatility and Beta 1.0 Portfolios
A low volatility portfolio targets the lowest volatility, or beta stocks. I have found that using a 3-4 factor model to minimize variance g...
low volatilityfalkenblogbetaportfolios
https://falkenblog.blogspot.com/2010/12/bank-leverage-limits.html?showComment=1293221981343
Falkenblog: Bank Leverage Limits
I've seen several posts riffing on Tyler Cowen's American Interest article stating banks tend to go 'short volatility'. I'm not too intere...
bank leveragefalkenbloglimits
https://falkenblog.blogspot.com/2012/06/banks-key-to-recovery.html?m=0
Falkenblog: Banks Key to Recovery
With news of a possible bailout in Spain, bank bailouts are in the news again. I'm a big believer that banks are key to this recovery, but...
falkenblogbankskeyrecovery
https://falkenblog.blogspot.com/2010/07/batesian-mimicry-explanation-of.html?showComment=1280371545837
Falkenblog: A Batesian Mimicry Explanation of Business Cycles
I went to graduate school to become a macroeconomist and understand business cycles but I became convinced pretty quickly that this problem ...
batesian mimicryfalkenblogexplanationbusinesscycles
https://falkenblog.blogspot.com/2013/06/models-arent-optional.html
Falkenblog: Models aren't Optional
Models get a bad break, and the key is remembering the golden mean: moderation in all things. Macroeconomics, String Theory, Climate studi...
falkenblogmodelsoptional
https://falkenblog.blogspot.com/2011/11/why-movie-reviewers-turn-into-op-ed.html?showComment=1322477806778
Falkenblog: Why Movie Reviewers Turn Into Op-Ed Writers
I was reading Joe Morganstern's review of George Clooney's latest movie, and was struck by this line: Mr. Clooney is a star at the peak of h...
movie reviewersop edfalkenblogturnwriters