Tuesday, April 26, 2011
Can you measure market fear?
Donald MacKenzie is again in the news. A recent article by Gillian Tett draws on MacKenzie’s work to make sense of the recent success of a sophisticated financial instrument. (Thanks to Martha Poon, illustrious ex-blogger, for the lead.) Tett’s article asks fundamental questions about the recent success of the Vix index, a proprietary product of [...]
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment