The Forbes 400 contains a mix of entrepreneurs and inherited wealth, and tends to describe people as self-made if there is _any_ way of justifying that at all. For example, you typically might raise an eyebrow at the description of Philip Anschutz as 'self-made'... from Anschutz's wikipedia page:
"Anschutz bought out his father's drilling company in 1961" (age 22)
... as you do.
Paging down the list shows a quite interesting mix of self-made to lesser or greater extents, but a lot of Waltons and Rockerfellers... still.
More broadly, the emphasis on the ultra-rich isn't enormously illuminating either way, although it's worth noting that a lot of the 'entirely self-made' ultra-rich come from extremely comfortable upper-middle-class backgrounds, most obviously Bill Gates.
I would be suprised to hear any evidence supporting your "Forbes 40,000" line - got any, or are you just making it up?
I don't see any reason to assume the distribution of outcomes for financiers is flatter than that for entrepreneurs. Is there something about finance that should make that so?
No source since the "Forbes 40,000" doesn't exist but I can assure you that it's much more common to make $100m on Wall Street than in entrepreneurship. My direct manager when I interned at Lehman Brothers had probably socked away $50m himself.