The New York Times published a good article on how some people are able to deal with stressful situations, while others are not.
People who are resilient have a couple of characteristics in common. They accept stress and change as a natural part of life, and view themselves as having control. In other words, they take responsibility for their lives rather than bitching and moaning.
While the Times article dealt mostly with architects and corporate America, I wouldn't be surprised if most entrepreneurs fall into the resilient category. Running a startup is a constant exercise in dealing with unpleasant surprises and unexpected twists and turns. If you aren't resilient, you'll go nuts.
I also wouldn't be surprised if former entrepreneurs are more resilient and able to cope with the stresses of the working world than normal workers.
Of course, the least surprising finding of the article was the following:
"In studies, researchers have found that perhaps the only time pessimists thrive is when they become lawyers."