Risk Management, Capital Adequacy, and the Problem with Martingales
Автор: The Quant Professor
Загружено: 2025-12-26
Просмотров: 49
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This is Episode 7 of a crash course on Probability focusing on putting together Capital Adequacy & Risk Management from the context of a Martingale and the Gambler's Fallacy from a Business Perspective. As before, the lessons here are very much applicable to Finance, Investments, and Business Decision Making.
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00:00 Intro
00:48 Martingales and Losing Streaks
01:28 Two (2) Problems with Martingale
02:34 Concentration Risk
04:56 Better Approach to Manage Risk
06:35 Martingale vs Flat Betting
07:18 Loss Aversion as the Culprit
08:05 What to Do: Business Application
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