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A Simple Law for the Distribution of Long-term Profits

Offered By: Santa Fe Institute via YouTube

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Economics Courses Econometrics Courses Corporate Finance Courses Statistical Analysis Courses Market Analysis Courses Financial Modeling Courses

Course Description

Overview

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Explore a lecture on the distribution of long-term profits in US-listed firms from 2000-2019. Delve into the complex dynamics of socio-economic variables and discover how the normal-log-normal (NLN) mixture distribution fits the data better than t and log-normal distributions. Examine parameter estimates and their implications for 'superstar' effects in the economy. Consider future research directions on the origins of the NLN distribution in economic profit data.

Syllabus

Intro
Simple laws governing socio-economic variables with complex dynamics
Long-term [economic] profit (LTP)
LTP distribution, US listed firms, 2000-2019
Same data in different histograms: What distribution would fit this?
t & log-normal don't fit very well, NLN does
The normal-log-normal (NLN) mixture distribution
Parameter estimates: differences in 'superstar' effec
For future research: What are the origins of NLN distribution?


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Santa Fe Institute

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