Nassim Nicholas Taleb

affiliation not provided to SSRN

SCHOLARLY PAPERS

5

DOWNLOADS

9,782

CITATIONS

43

Scholarly Papers (5)

1.

A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing

IMF Working Paper No. 12/216
Number of pages: 25 Posted: 03 Oct 2012
affiliation not provided to SSRN, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 3,012 (1,402)
Citation 2

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Stress Testing, Forecasting, Stability, Banks, Economic Models, Public Debt

2.

Gini Estimation Under Infinite Variance

Number of pages: 24 Posted: 21 Jul 2017
Andrea Fontanari, Nassim Nicholas Taleb and Pasquale Cirillo
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM), affiliation not provided to SSRN and Delft University of Technology
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Gini index; inequality measure; size distribution; extremes; α-stable distribution

3.

The Decline of Violent Conflicts: What Do the Data Really Say?

The Nobel Foundation, Causes of Peace, Forthcoming, NYU Tandon Research Paper No. 2876315
Number of pages: 26 Posted: 30 Nov 2016
Pasquale Cirillo and Nassim Nicholas Taleb
Delft University of Technology and affiliation not provided to SSRN
Downloads 0 (2,436)

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4.

Expected Shortfall Estimation for Apparently Infinite-Mean Models of Operational Risk

Quantitative Finance, Volume 16, 2016 - Issue 10
Number of pages: 23 Posted: 27 Oct 2015 Last Revised: 12 Jan 2017
Pasquale Cirillo and Nassim Nicholas Taleb
Delft University of Technology and affiliation not provided to SSRN
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Operational risk, Expected Shortfall, Infinite Mean, VaR

5.

On the Statistical Properties and Tail Risk of Violent Conflicts

Physica A., Forthcoming, NYU Tandon Research Paper No. 2675355
Number of pages: 13 Posted: 18 Oct 2015 Last Revised: 27 Jun 2017
Pasquale Cirillo and Nassim Nicholas Taleb
Delft University of Technology and affiliation not provided to SSRN
Downloads 0 (33,678)

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Risk, Extreme Value Theory, Black Swan, Violence