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Nassim N. Taleb [3]Nassim Nicholas Taleb [2]
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Profile: Nassim Nicholas Taleb (New York University)
  1.  82
    Constantine Sandis & Nassim N. Taleb (2014). The Silver Rule of Acting Under Uncertainty. The Philosophers' Magazine 66:84-88.
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  2.  11
    Nassim Nicholas Taleb (2009). Finiteness of Variance is Irrelevant in the Practice of Quantitative Finance. Complexity 14 (3):66-76.
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  3.  47
    Nassim N. Taleb, The Future Has Thicker Tails Than the Past: Model Error as Branching Counterfactuals.
    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 (...)
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  4.  17
    Scott Althaus, Bryan Caplan, Jeffrey Friedman, Ilya Somin & Nassim Nicholas Taleb (2008). Roundtable 1: Public Ignorance: Rational, Irrational, or Inevitable? Critical Review 20 (4):423-444.
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  5. Nassim N. Taleb & Avital Pilpel (2007). Epistemology and Risk Management. Risk and Regulation 13:6--7.