换句话说，它并非带有肥尾的一系列离散事件的随机结果，而是在事先观察到上升的宏观及金融风险后完全可以预见到的。
In other words, it was not a random drawing from a distribution of events with a fat tail but actually predictable in advance given the rising macro and financial risks and vulnerabilities.
纳西姆·塔雷柏及其他几位金融学者强调了金融市场中肥尾(fat - tail)极端事件的风险。
Nassim Taleb and a few other finance scholars stressed the risk of fat-tail extreme events in financial markets.
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