WARNING：物理嫉妒可能会危害你的财富！
WARNING: Physics Envy May Be Hazardous To Your Wealth!
摘要：
多年来，经济学家和金融分析师的量化愿望一直基于这样一种信念：应该有可能建立经济系统模型--特别是金融市场模型--它们的预测能力与物理学模型相当。虽然这一观点导致了经济学的一些重要突破，但“物理嫉妒”在某些情况下也造成了数学精确性的错误感觉。我们推测物理嫉妒的起源，然后描述一个替代的角度来看，经济行为的基础上，一个新的分类的不确定性。我们用两个具体的例子来说明这种分类的相关性：经典谐振子与一些新的扭曲，使物理学看起来更像经济学，和定量股票市场中性策略。最后，我们提供了一个新的解释的尾部事件，提出了一个“不确定性检查表”，我们的分类可以实施，并考虑在当前的金融危机中扮演的角色，宽客。
英文摘要：
The quantitative aspirations of economists and financial analysts have for many years been based on the belief that it should be possible to build models of economic systems - and financial markets in particular - that are as predictive as those in physics. While this perspective has led to a number of important breakthroughs in economics, "physics envy" has also created a false sense of mathematical precision in some cases. We speculate on the origins of physics envy, and then describe an alternate perspective of economic behavior based on a new taxonomy of uncertainty. We illustrate the relevance of this taxonomy with two concrete examples: the classical harmonic oscillator with some new twists that make physics look more like economics, and a quantitative equity market-neutral strategy. We conclude by offering a new interpretation of tail events, proposing an "uncertainty checklist" with which our taxonomy can be implemented, and considering the role that quants played in the current financial crisis.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
