Many things have been written about the Copula Formula, most notable in the Wall Street Journal. Where the Formula, and to be more precise the Gaussian Copula Function, was blamed to be responsible for the Financial Crisis in 2008.

If I recall the headline correct it was titled "The Formula that killed your 401(k)".

Pretty dramatic and while I certainly appreciate the root-cause-analysis of the Wall Street Journal I doubt that the financial melt-down was caused by this function only.

On copula.de you will find some ideas and thoughts around equity valuations and probability distributions and concepts for asset allocation.

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