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PRE-ASYMPTOTIC MEASURE OF FAT TAILEDNESS Nassim Nicholas Taleb - PowerPoint PPT Presentation

PRE-ASYMPTOTIC MEASURE OF FAT TAILEDNESS Nassim Nicholas Taleb Tandon School of Engineering, NYU 1234235 !"#$%&'($)%!*+,%-.+/*/0/" kappa and Portfolio Risk Speed of statistical inference (number of summands) and


  1. PRE-ASYMPTOTIC MEASURE OF FAT TAILEDNESS Nassim Nicholas Taleb Tandon School of Engineering, NYU

  2. 1234235 !"#$%&'($)%!*+,%-.+/*/0/" kappa and Portfolio ÒRiskÓ Speed of statistical inference (number of summands) and diversification effects are same.

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  4. Preasymptotics for Summands There is no such thing as infinite summands in the real world n ÒlargeÓ but not asymptotic is not necessarily in the perceived distributional class

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