5 found
Nassim N. Taleb [3]Nassim Nicholas Taleb [2]
See also
Nassim Nicholas Taleb
New York University
  1.  40
    Roundtable 1: Public Ignorance: Rational, Irrational, or Inevitable?Scott Althaus, Bryan Caplan, Jeffrey Friedman, Ilya Somin & Nassim Nicholas Taleb - 2008 - Critical Review 20 (4):423-444.
    Direct download (3 more)  
    Export citation  
    Bookmark   3 citations  
  2.  19
    Finiteness of Variance is Irrelevant in the Practice of Quantitative Finance.Nassim Nicholas Taleb - 2009 - Complexity 14 (3):66-76.
    Direct download (5 more)  
    Export citation  
    Bookmark   2 citations  
  3. The Silver Rule of Acting Under Uncertainty.Constantine Sandis & Nassim N. Taleb - 2014 - The Philosophers' Magazine 66:84-88.
    No categories
    Direct download  
    Export citation  
  4. Epistemology and Risk Management.Nassim N. Taleb & Avital Pilpel - 2007 - Risk and Regulation 13:6--7.
  5.  70
    The Future Has Thicker Tails Than the Past: Model Error as Branching Counterfactuals.Nassim N. Taleb - manuscript
    Ex ante predicted outcomes should be interpreted as counterfactuals (potential histories), with errors as the spread between outcomes. But error rates have error rates. We reapply measurements of uncertainty about the estimation errors of the estimation errors of an estimation treated as branching counterfactuals. Such recursions of epistemic uncertainty have markedly different distributial properties from conventional sampling error, and lead to fatter tails in the projections than in past realizations. Counterfactuals of error rates always lead to fat tails, regardless of (...)
    Direct download  
    Export citation