Hi Jimmy,

Thanks very much for your feedback - I am very pleased that you enjoyed the piece.

As for the non-linear measures of risk...maybe. At one point I considered myself to be very knowledgeable and cutting edge about such things. However, because the limitations of conventional risk measures are fairly obvious by now, I am guessing that research has to have been written that addresses some of these shortcomings.

So before commenting further I would want to fill in my 15 year knowledge gap. In other words, I would want to respectfully read the current cutting edge research on the subject before commenting. It may very well be the case that the material I would want to mention is someone else's entire research interest.

If you have resources you would like to point me to, I would love it.

With smiles!

Jason