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Taleb, Nassim Nicholas's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
136,792 |
Total
Citations
38 |
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1.
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Haug, Espen Gaarder affiliation not provided to SSRN Taleb, Nassim Nicholas NYU-Poly
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11 Sep 07
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Last Revised:
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16 Nov 12
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44,965
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8
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Option pricing, put-call parity, delta hedging, Black-Scholes-Merton, Bachelier, Thorp
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2.
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Goldstein, Daniel G. Microsoft Research New York City Taleb, Nassim Nicholas NYU-Poly
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14 Mar 07
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Last Revised:
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16 Nov 12
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28,531
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3
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finance, volatility, risk, intuition, statistics, metrics
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3.
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Taleb, Nassim Nicholas NYU-Poly
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29 Aug 10
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Last Revised:
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16 Nov 12
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9,603
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Black Swan, Risk Management, Finance, Markets, Crisis
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Derman, Emanuel Columbia University Taleb, Nassim Nicholas NYU-Poly
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09 May 05
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Last Revised:
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16 Nov 12
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8,377
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7
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Option Pricing, Replication, Valuation,
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5.
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Taleb, Nassim Nicholas NYU-Poly
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09 Jun 08
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Last Revised:
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16 Nov 12
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6,647
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4
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Portfolio theory, power laws, option pricing, fat tails, risk management
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6.
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Taleb, Nassim Nicholas NYU-Poly
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6,457
(343)
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1
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Black Swan, Risk Management, Finance, Markets
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7.
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Taleb, Nassim Nicholas NYU-Poly
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14 Feb 09
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Last Revised:
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16 Nov 12
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5,978
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complexity, decision theory, fat tails, risk management
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8.
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Tapiero, Charles S. NYU Poly - Department of Finance and Risk Engineering Taleb, Nassim Nicholas NYU-Poly
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4,866
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1
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economies of scale, banking crisis, risk management, operational risk
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9.
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Taleb, Nassim Nicholas NYU-Poly
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4,356
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10.
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Douady, Raphael Riskdata Taleb, Nassim Nicholas NYU-Poly
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14 Oct 10
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Last Revised:
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16 Nov 12
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3,930
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11.
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Taleb, Nassim Nicholas NYU-Poly Martin, George A. affiliation not provided to SSRN
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19 Jan 12
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Last Revised:
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16 Nov 12
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2,658
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Risk, Portfolio Theory, Treynor, Markowitz
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12.
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Taleb, Nassim Nicholas NYU-Poly Douady, Raphael Riskdata
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06 Aug 12
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Last Revised:
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16 Nov 12
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2,654
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Fragility, Risk Management, Stress Testing, Model Error, Black Swans
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13.
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Taleb, Nassim Nicholas NYU-Poly Tapiero, Charles S. NYU Poly - Department of Finance and Risk Engineering
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2,339
(2,158)
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2
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banking crisis, risk management, too big to fail
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14.
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Taleb, Nassim Nicholas NYU-Poly Goldstein, Daniel G. Microsoft Research New York City
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2,201
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15.
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Taleb, Nassim Nicholas NYU-Poly Canetti, Elie R.D. International Monetary Fund (IMF) Kinda, Tidiane International Monetary Fund (IMF) Loukoianova, Elena International Monetary Fund (IMF) Schmieder, Christian International Monetary Fund (IMF)
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1,731
(3,591)
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1
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Stress Testing, Forecasting, Stability, Banks, Economic Models, Public Debt
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16.
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Taleb, Nassim Nicholas NYU-Poly
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06 Jan 13
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Last Revised:
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28 Jan 13
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878
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17.
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Taleb, Nassim Nicholas NYU-Poly Martin, George A. affiliation not provided to SSRN
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621
(18,960)
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Records 1 -
17
of 17 matches
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