Nassim Nicholas Taleb

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Gini estimation under infinite variance
Physica A
2022-06-28Paper
Election predictions as martingales: an arbitrage approach
Quantitative Finance
2021-09-03Paper
On the super-additivity and estimation biases of quantile contributions
Physica A
2018-11-13Paper
On the statistical properties and tail risk of violent conflicts
Physica A
2018-11-13Paper
Expected shortfall estimation for apparently infinite-mean models of operational risk
Quantitative Finance
2018-11-13Paper
Tail risk constraints and maximum entropy
Entropy
2016-06-15Paper
Mathematical definition, mapping, and detection of (anti)fragility
Quantitative Finance
2014-01-23Paper
The illusions of dynamic replication
Quantitative Finance
2006-03-08Paper


Research outcomes over time


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