Topic summary
Nassim Taleb
Extracted from the Wikipedia article Nassim Nicholas Taleb.
References
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- ^ 2009.
- ^ 'Hottest thinker in the world' joins faculty". NYU Tandon School of Engineering. NYU Tandon School of Engineering. 8 September 2008 2024.
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- ^ 'black swans' – difficult-to-predict events that can wipe out a fund. The term was popularized by hedge fund manager and author Nassim Taleb."
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- ^ ". Fortune 2024.
...he's employed Nassim Taleb, the statistician and academic who popularized the concept of the rare and unexpected event called a "black swan," as a "distinguished scientific advisor."
- ^ 2024.
Spitznagel and Universa's Distinguished Scientific Advisor, Nassim Nicholas Taleb, together began tail hedging formally for client portfolios over twenty years ago.
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{{}}: CS1 maint: archived copy as title (), accessed 9 May 2015. - ^
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{{}}: CS1 maint: deprecated archival service () - ^ . data science assn 2020.
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- ^ 2015.
Simply, one observation in 10,000, that is, one day in 40 years, can explain the bulk of the "kurtosis", a measure of what we call "fat tails", that is, how much the distribution under consideration departs from the standard Gaussian, or the role of remote events in determining the total properties. For the U.S. stock market, a single day, the crash of 1987, determined 80% of the kurtosis. The same problem is found with interest and exchange rates, commodities, and other variables. The problem is not just that the data had "fat tails"... it was that we would never be able to determine "how fat" the tails were.
- ^ 92. doi:10.1198/000313007X219374. S2CID 122874205.
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- ^ . Journal of Economic Behavior & Organization. Archived from the original(PDF) on 15 February 2017 2016.
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- ^ ". The Economic Times. 27 January 2017 2024.
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- ^ 2015.
{{}}: CS1 maint: deprecated archival service () - ^ 2015.