Posted by Kenneth Anderson:
Risk Taking:
http://volokh.com/archives/archive_2009_07_26-2009_08_01.shtml#1249070328


   As I've mentioned in some earlier posts, I've been doing a read of
   literature on the crisis, books coming out now - but at my kid's last
   swim meet, I took along instead Michael Lewis's [1]Liar's Poker. That
   book, from the 1980s, holds up better than just about anything from
   that period. He does a better job of explaining the incentives and
   disincentives of the secondary tier players inside institutions better
   than anything else I've read. There's astonishingly little in that
   book that isn't still relevant today - partly because today's crisis
   is a credit crisis, and he was describing bond trading in the 80s,
   when it underwent a revolution that reformed corporate finance. In
   some sense, we are living out today the revolution of credit of the
   1980s.

   One section of that book that seems especially prescient to me - and
   is not really about finance directly - is his discussion of the how
   being a successful trader requires incredible fast, raw intelligence
   to make snap decisions about risk - but also a short attention span.
   This was all written before the internet, blogging, tweeting, all this
   stuff of instant novelty (as XKCD puts it in a slightly different
   sense, "[2]constant novelty saps my initiative"). He describes Mike
   Millken - accurately, from everything I have read - as being the rare
   person who combined both instant raw trading abilities with the
   ability to formulate and pursue a long term strategy about an industry
   and a company and a market, rather than simply reacting with the next
   trade. These are really different skills in business, and everything
   else, and I wonder if the nature of incentives in the overall human
   capital markets are not favoring trader skills over institution
   builder skills ... many of the finance people I know don't understand
   deep-down what I even mean by institution building skills and don't
   value it, except insofar as they are able to ... trade it. Instantly.

   One of these days I want to recount a conversation I had recently with
   a bunch of military officers, and their questions about risk taking in
   their profession and risk taking on Wall Street. I need to explain
   this in much more detail, and don't have time now - but the
   conversation caused me to rethink the basic psychology of those
   students I've known going to Wall Street in the last few years. I used
   to think they were risk takers. I no longer do. The military guys were
   frequently people who would describe themselves as risk-takers,
   trained as officers to control and channel the impulse, to the point
   that many of them would not seem, as personalities, as "risk takers" -
   quite the contrary: but as one of them said, when you have to make
   command decisions about lives and kinetic energy, what seems to be a
   cautious personality is actually something really different, risk by
   definition.

   Whereas my students going to Wall Street in the last few years - I
   don't now think they were risk takers. Not one of them has ever opted
   for a corporate track - too risky, in fact, too many years invested
   for a middle tier payoff and a constricting career track. Wall Street,
   from the standpoint of the individual involved, is safer - it's where
   your friends are, for one thing, and the payoffs are greater and
   shorter term. And that's so even if you are betting huge amounts of
   money - it's other people's money - and if the payment structure pays
   you upfront, then no problem. Really, really different from the
   incentives and personalities of the military officers I had this
   conversation with, leading men in fields of fire and making decisions
   just as snap about the uses of deadly force. (This was originally an
   update to the earlier post on bonuses, but I thought it made better
   sense as its own post.)

References

   1. 
http://www.amazon.com/Liars-Poker-Rising-Through-Wreckage/dp/0140143459/ref=sr_1_1?ie=UTF8&s=books&qid=1249070244&sr=8-1
   2. http://xkcd.com/597/

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