Nobel Prize Winner Thomas J. Sargent discusses his views on model ambiguity and how uncertainty over the correct choice of distribution plays a big part in the pricing of risk.
Nobel Prize Winner Thomas J. Sargent discusses his views on model ambiguity and how uncertainty over the correct choice of distribution plays a big part in the pricing of risk.
The Take 15 Series is a series of short interviews with leading practitioners on timely topics focused on the investment profession.