Punteros a sitios y libros interesantes que he encontrado o recuperado mientras escribía una nota sobre gestión del riesgo. Peter L. Bernstein, Against the Gods - The remarkable story of risk:

The past seldom obliges by revealing to us when wildness will break out in the future. Wars, depressions, stock-market booms and crashes, and ethnic massacres come and go, but they always seem to arrive as surprises.

Surprise is endemic above all in the world of finance.

Nassim Nicholas Taleb es un personaje peculiar al que hay que leer. Aquí en Fooled by Randomness:

I have been periodically challenged to compress all this business of randomness into a few sentences, so even an MBA can understand it. (…) We favor the visible, the embedded, the personal, the narrated, and the tangible; we scorn the abstract. Everything good (aesthetics, ethics) and wrong (Fooled by Randomness) with us seems to flow from it.

El New York Times sobre el VaR (Value at Risk) y el efecto que ha podido tener en la crisis:

Yet even faulty historical data isn’t Taleb’s primary concern. What he cares about, with standard VaR, is not the number that falls within the 99 percent probability. He cares about what happens in the other 1 percent, at the extreme edge of the curve. The fact that you are not likely to lose more than a certain amount 99 percent of the time tells you absolutely nothing about what could happen the other 1 percent of the time. You could lose $51 million instead of $50 million — no big deal. That happens two or three times a year, and no one blinks an eye. You could also lose billions and go out of business. VaR has no way of measuring which it will be.

Y el gran Bruce Schneier sobre lo que la gestión de riesgo [["[[http://www.schneier.com/blog/archives/2009/01/a_rationalresp.html][debería][http://www.schneier.com/blog/archives/2009/01/a_rational_resp.html][debería]] ser]]:

Some parents of children with peanuts allergies are not asking their school to ban peanuts. They consider it more important that teachers know which children are likely to have a reaction, and how to deal with it when it happens; i.e., how to use an Epipen.