bn:00904577n
Noun Concept
Categories: Types of probability distributions, Financial risk, Nassim Nicholas Taleb, Mathematical finance
EN
Taleb distribution  Picking up pennies in front of a steam roller  picking up pennies in front of a steamroller
EN
In economics and finance, a Taleb distribution is the statistical profile of an investment which normally provides a payoff of small positive returns, while carrying a small but significant risk of catastrophic losses. Wikipedia
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EN
In economics and finance, a Taleb distribution is the statistical profile of an investment which normally provides a payoff of small positive returns, while carrying a small but significant risk of catastrophic losses. Wikipedia
Probability distribution with a positive mean and a left fat tail; with expected small positive payoff and a small chance of serious losses Wikidata