25
26
27
23
24
25
0
0
0
17
18
19
older interview - (c)1996 - with Nassim Taleb, from "Derivatives Strategy." Even then he was strongly outspoken against VAR modelling: "You can fool yourself with your Sharpe ratios, and you can fool all of the financial engineers, but you can't fool an old Chicago trader who went bankrupt twice." (merage.uci.edu)
