With Jean-Philippe Bouchaud.
For the fifth episode of Seeking Risk: The Fab Rick Show, Rick is joined by Jean-Philippe Bouchaud. The discussion extends from estimating correlation and volatility to generating scenarios, using agent-based models, and the risk of lost decades.
Jean-Philippe Bouchaud's expertise combines physics and finance, often coined econophysics. Between chairman of Capital Fund Management, member of The French Academy of Science, and Professor of Physics at ENS Paris, Bouchaud is knowledgeable on complex systems. Bouchaud's proficient study of complex systems proves interesting when applied to the financial market.
