Monday, June 01, 2009

A Billion Here, a Billion There

Will Self has a lackluster interview with Nassim Taleb in the new issue of GQ UK; the interview sparked a controversy over the amount of money NNT's Black Swan fund made for investors--$20B or $0.5B or something else--and whether NNT was, I guess, crass for mentioning or not mentioning this number. Quite frankly, I'm more interested in what books are on his shelves than on his investment strategies (which I'm guessing are long volatility straddle positions with long thetas, to allow for the accumulation or realization of large εi's).

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