Nassim Nicholas Taleb

New York University (NYU) - NYU Tandon School of Engineering

6 MetroTech Center

Brooklyn, NY 11201

United States

SCHOLARLY PAPERS

7

DOWNLOADS

53,329

CITATIONS

11

Scholarly Papers (7)

1.

We Don't Quite Know What We are Talking About When We Talk About Volatility

Journal of Portfolio Management, Vol. 33, No. 4, 2007
Number of pages: 8 Posted: 14 Mar 2007 Last Revised: 14 Dec 2017
Daniel G. Goldstein and Nassim Nicholas Taleb
Microsoft Research New York City and New York University (NYU) - NYU Tandon School of Engineering
Downloads 36,633 (38)
Citation 7

Abstract:

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finance, volatility, risk, intuition, statistics, metrics

2.

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
New York University (NYU) - NYU Tandon School of Engineering, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 5,493 (1,246)

Abstract:

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

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 New York University (NYU) - NYU Tandon School of Engineering
Downloads 5,462 (1,257)

Abstract:

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4.

The Problem is Beyond Psychology: The Real World is More Random than Regression Analyses

International Journal of Forecasting, Forthcoming
Number of pages: 4 Posted: 10 Oct 2011 Last Revised: 14 Dec 2017
Nassim Nicholas Taleb and Daniel G. Goldstein
New York University (NYU) - NYU Tandon School of Engineering and Microsoft Research New York City
Downloads 3,324 (2,994)

Abstract:

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5.

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 New York University (NYU) - NYU Tandon School of Engineering
Downloads 1,521 (11,168)
Citation 5

Abstract:

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Operational risk, Expected Shortfall, Infinite Mean, VaR

6.

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 New York University (NYU) - NYU Tandon School of Engineering
Downloads 711 (34,530)
Citation 3

Abstract:

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Risk, Extreme Value Theory, Black Swan, Violence

7.

Gini Estimation Under Infinite Variance

Number of pages: 22 Posted: 21 Jul 2017 Last Revised: 22 Dec 2017
Andrea Fontanari, Nassim Nicholas Taleb and Pasquale Cirillo
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM), New York University (NYU) - NYU Tandon School of Engineering and Delft University of Technology
Downloads 185 (161,013)
Citation 1

Abstract:

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Gini index; inequality measure; size distribution; extremes; α-stable distribution