Taleb Distribution

Name: Taleb Distribution
SKU: 7a22bb05c6ab68aa9f3d1f0d36e791e5
Price: 136 EUR
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Bol Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In economics and finance, a Taleb distribution is a probability distribution in which there is a high probability of a small gain, and a small probability of a very large loss, which more than outweighs the gains. In these situations the expected value is less than zero, but this fact is camouflaged by the appearance of low risk and steady returns. It is a combination of kurtosis risk and skewness risk: overall returns are dominated by extreme events, which are to the downside. The corresponding situation is also known as the peso problem. The term is therefore increasingly used in the financial markets to describe dangerous or flawed trading strategies. The Taleb distribution is named for Nassim Taleb, based on ideas outlined in his Fooled by Randomness.

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Beschrijving (1)

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In economics and finance, a Taleb distribution is a probability distribution in which there is a high probability of a small gain, and a small probability of a very large loss, which more than outweighs the gains. In these situations the expected value is less than zero, but this fact is camouflaged by the appearance of low risk and steady returns. It is a combination of kurtosis risk and skewness risk: overall returns are dominated by extreme events, which are to the downside. The corresponding situation is also known as the peso problem. The term is therefore increasingly used in the financial markets to describe dangerous or flawed trading strategies. The Taleb distribution is named for Nassim Taleb, based on ideas outlined in his Fooled by Randomness.

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