Black swans and white eagles: On mathematics and finance

DOI10.1007/S00186-008-0243-8zbMATH Open1163.91395OpenAlexW2019454467WikidataQ125921303 ScholiaQ125921303MaRDI QIDQ1028527FDOQ1028527

Authors: Frank J. Fabozzi, Sergio M. Focardi 

Publication date: 6 July 2009

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-008-0243-8

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zbMATH Keywords

differential equationsnonlinear dynamicsdynamic stochasticblack swansadaptive modelsgeneral equilibrium modelslogical positivismeconomic reductionalism

Mathematics Subject Classification ID

Cites Work

• Can Quantum-Mechanical Description of Physical Reality Be Considered Complete?
• Title not available (Why is that?)

Cited In (2)

• Is it so bad that we cannot recognize black swans?
• Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis

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