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Science / Exponentials / Statistical models / Power law / Probability theory / Econophysics / Long Tail / Financial crisis / Financial market / Statistics / Economics / Mathematical finance


Beware the Long Tail Economic models of risk don’t add up,
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Document Date: 2012-07-09 08:42:01


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Ann Arbor / Zurich / New York City / /

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Nokia / Lehman Brothers / ISTOCKPHOTO / /

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Germany / United States / /

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USD / /

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Bankruptcy / Natural Disaster / /

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Boston University / Santa Fe Institute / Financial Crisis Observatory / University of Michigan / Medical University of Vienna / /

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cited power law / daughter-in-law / law behavior / power law math / power law regime / power law behavior / rubber / finance / power law long tail / tidy law / mathematical law / bank / exhibit power law behavior / power law / power law distribution / /

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S&P 500 / Shanghai Stock Exchange Composite / Dow 30 / /

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Yale / Center for the Study of Complex Systems / Toulouse School of Economics in France / National Academy of Sciences / New York University’s Stern School of Business / University of Vienna / Santa Fe Institute / Boston University / the University of Michigan / Center for the Study of Complex Systems at the University of Michigan / /

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John Geanakoplos / Didier Sornette / H. Eugene Stanley / Herman Melville / Rachel Ehrenberg / Bill Gates / Q. JIANG ET AL / Louis Bachelier / Augustin Landier / Xavier Gabaix / Benoît Mandelbrot / Johannes Schneider / Stefan Thurner / Tobias Preis / Mark Newman / JANEL KILEY / J. Doyne Farmer / /

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economist / Farmer / mathematician / physicist / CEO / model / late mathematician / /

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Michigan / New Mexico / /

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the Proceedings of the National Academy of Sciences / SCIENCE NEWS / the Quarterly Journal of Economics / Complex Systems / Econometrica / /

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www.er.ethz.ch/fco / /ARXIV.ORG / www.sciencenews.org / /

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