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.
The Difference Between Model Ambiguity and Uncertainty
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.
Video Player is loading.