Quantifying the Concerns of Dimon and Buffett with Data and Computation

@article{Oldham2020QuantifyingTC,
  title={Quantifying the Concerns of Dimon and Buffett with Data and Computation},
  author={Matthew Oldham},
  journal={Journal of Economic Dynamics and Control},
  year={2020},
  volume={113},
  pages={103864}
}
  • Matthew Oldham
  • Published 2020
  • Economics
  • Journal of Economic Dynamics and Control
Despite considerable efforts, the determinants of firm growth and financial market volatility have not been definitively identified, yet sets of stylized facts – most notably power-law distributions – relating to firm size and market returns suggest both evolve as part of a complex system. This scenario implies that a positive feedback loop between firms and investors exists and may be responsible for prejudicing the way management allocates their resources, with firm, and economic, growth… Expand

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