Эта статья является препринтом и не была отрецензирована.
О результатах, изложенных в препринтах, не следует сообщать в СМИ как о проверенной информации.
White Swans Against Black: A New Typology of Uncertainty and the Two-Layer Monte Carlo Method in Strategic Management
2026-07-10
This study introduces a fundamental typological distinction between White Swans (modelable extreme events) and Black Swans (structural mutations). We propose a Two-Layer Monte Carlo methodology, introduce the Structural Fragility Index (SFI), and develop the "Two Horizons of Uncertainty" consulting framework.
Ссылка для цитирования:
Тишков В. В. 2026. White Swans Against Black: A New Typology of Uncertainty and the Two-Layer Monte Carlo Method in Strategic Management. PREPRINTS.RU. https://doi.org/10.24108/preprints-3115823
Список литературы
1. Altman, E. I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy.
2. 2. Cherubini, U., Luciano, E., & Vecchiato, W. (2004). Copula Methods in Finance.
3. 3. Christensen, C. M. (1997). The Innovator's Dilemma.
4. 4. Glasserman, P. (2003). Monte Carlo Methods in Financial Engineering.
5. 5. Knight, F. H. (1921). Risk, Uncertainty and Profit.
6. 6. McNeil, A. J., Frey, R., & Embrechts, P. (2015). Quantitative Risk Management.
7. 7. Saltelli, A., et al. (2008). Global Sensitivity Analysis: The Primer.
8. 8. Taleb, N. N. (2007). The Black Swan.
9. 9. Taleb, N. N. (2012). Antifragile.
10. 10. Teece, D. J., Pisano, G., & Shuen, A. (1997). Dynamic capabilities and strategic management.