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Hypothesis

FALSE ASSUMPTION: 🚫 VaR based on mean, variance, covariance matrix → ✅ FACT / Our Hypothesis = All inputs unreliable and meaningless given fat tails

Madjik Team

FALSE ASSUMPTION: 🚫 VaR based on mean, variance, covariance matrix → ✅ FACT / Our Hypothesis = All inputs unreliable and meaningless given fat tails

💡
Hypothesis H10034

False assumption:

🚫VaR based on mean, variance, covariance matrix

Our hypothesis:

✓ All inputs unreliable → meaningless given fat tails

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