I am not a specialist, but I have heard that some handle stress, doing sports, fishing, hunting, practicing archery, painting (visual arts) and others maintaining multiple sex partners.
Besides usual methods of stress-busting that every individual uses, certain specific things need to be noted about stress of entrepreneurs:
I think entrepreneur's disposition should be such that s/he is fearless about risk-taking, but definitely not reckless so as to squander away resources. Some people enjoy risk taking which helps minimize stress. If they fear risk, it is bound to be stressful for them. In fact the word enterprise connotes risk: about the product success, availability of funds, cooperation of employees, cooperation and fair deal by suppliers, hassle-free compliance of regulations,etc.
Since the world outside is not tailor made for us, entrepreneurs everywhere face uncertainty, which causes anxiety and stress. Over-cautious people will definitely feel more stressed. They need to get support from family and friends. They must try to build emotional intelligence in them, along with a positive attitude to life and people, which will also help . The wise ones need to learn to minimize risk in the business operation, which also becomes a way of managing risk