Analysis of information sources in references of the Wikipedia article "Nassim Nicholas Taleb" in English language version.
'black swans' – difficult-to-predict events that can wipe out a fund. The term was popularized by hedge fund manager and author Nassim Taleb."
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.
...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."
Nassim Nicholas Taleb, a statistician, trader, and author, has argued for years that. ...
In his happily provocative new book of aphorisms, the fiscal prophet and self-appointed flâneur Nassim Nicholas Taleb aims particular scorn at anyone who thinks aphorisms require explanation. ...
Not only did Taleb have an explanation for the crisis, but he saw it coming
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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