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mouton29

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Re: iwfal post# 4951

Wednesday, 10/24/2007 8:08:19 PM

Wednesday, October 24, 2007 8:08:19 PM

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As to (i), that the distribution is guassian, Nassim Taleb spends a great deal of time in his new book The Black Swan making fun of that conclusion. After all, these famed market theorists are the people who brought us Long Term Capital.
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