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波动是常态,N刷塔勒布“反脆弱”哲学
【本期要点】黑天鹅事件往往位于概率分布的极端“尾部”。传统统计模型和风险管理工具常常低估或完全忽视这些“尾部事件”发生的可能性和破坏力,导致风险敞口过大。塔勒布提出了“反脆弱”的概念,主张不去预测黑天鹅,而是构建能够从不确定性中获益的系统。无论是基础 ...
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