Decision making under incomplete understanding ("opacity"), epistemology, probability, "fragility", decision theory (complex domains, tail events, and robust and convex heuristics,"antifragility"), ancient Mediterranean systems of ethics & decision-making heuristics.
BOOKS
Philosophical Essays
Antifragility, in preparation, Penguin and Random House (September 2012)
The Bed of Procrustes, Philosophical and Practical Aphorisms,
Penguin & Random House (2010)
The Black Swan: The Impact of the Highly Improbable, Random House
& Penguin (2007-2010 2nd. Ed.), 31 languages.
Force et fragilité, reflexions philosophiques et empiriques. Paris:
Les Belles
Lettres (2010)
Fooled by Randomness: The Hidden Role of Chance in Life and in the
Markets, Random House & Penguin (2001-2005 2nd Ed.), 22 languages.
Technical and Nonliterary Books
Dynamic Hedging: Managing Vanilla and Exotic Options, J. Wiley (1997)
Mathematical and Technical Notes and Papers Associated with The Black Swan and The Fourth Quadrant (freely available Ebook, 2012)
(Estimated total books in print, as of December 2010: 3.6 million, 32 languages)
SELECT ARTICLES
Scholarly & Technical Journals [FIELD]
Taleb, N.N. (f. 2012), Complexity and the Separation of the Ethical and the Legal, in Oxford University Press Handbook on Professional Economic Ethics: Views from the Economics Profession and Beyond, George DeMartino and Deirdre McCloskey, Editors [PHILOSOPHY/ETHICS]
Taleb, N.N. and Martin, G. (f. 2012), How to Avoid Another Crisis, f. SIAS Review of International Affairs [POLITICAL SCIENCE/PUBLIC POLICY]
Taleb, N.N. (r. 2012), A Map and Simple Heuristic to Detect Fragility, Antifragility, and Model Error, under revision, Quantitative Finance, [RISK MANAGEMENT]
Taleb, N.N. (2012), The Future Has Thicker Tails than the Past: Model Error as Branching Counterfactuals, preprint [PHILOSOPHY/STATISTICS]
Goldstein, D., and Taleb, N.N (2012),The Problem is Beyond Psychology: The Real World id More Random than Regression Analyses, forthcoming, International Journal of Forecasting [DECISION THEORY]
Taleb, N.N., and Blyth, M. (2011), The Black Swan of Cairo, Foreign Affairs, 90,3 [POLITICAL SCIENCE]
Douady, R. and Taleb, N.N. (2011) Statistical Undecidability, preprint. [MATHEMATICS]
Taleb, N.N. (2011) Why Did the Crisis of 2008 Happen?, invited [withdrawn by author], New Political Economy [Also presented to the Obama Commission] [POLITICAL SCIENCE]
Taleb, N. and Tapiero, C. (2010) The Risk Externalities of Too Big to Fail, Physica A: Statistical Physics and Applications
Haug, E. G. and Taleb, N. N. (2010) Option Traders use
Heuristics, Never the Formula known as Black-Scholes-Merton Equation,
Journal of
Economic Behavior and Organizations
Taleb, N. N. (2010) Common Errors in the Interpretation of the Ideas of The Black Swan and Associated Papers, Critical Review, Vol 21, No 4 [withdrawn by author] [POLITICAL PHILOSOPHY]
Mandelbrot, B. and Taleb, N. N. (2010) “Random Jump, not Random Walk", in The Known, the Unknown, and the Unknowable, Richard Herring Ed., Princeton University Press [STATISTICS]
Taleb, N. N. (2009) Errors, Robustness, and the Fourth Quadrant, International Journal of Forecasting, 25 [DECISION THEORY/STATISTICS]
Taleb, N. N., Goldstein, D. G., and Spitznagel, M. (2009) "The Six Mistakes Executives Make in Risk Management", Harvard Business Review , October [MANAGEMENT]
Makridakis, S. and Taleb, N., (2009) "Decision making and planning under low levels of predictability", International Journal of Forecasting, 25 [DECISION THEORY/STATISTICS]
Taleb, N. N. (2008) Infinite Variance and the Problems of Practice, Complexity, 14(2). [MATHEMATICAL FINANCE]
Goldstein, D. G. and Taleb, N. N. (2007) We Don't Quite Know What We Are Talking About When We Talk About Volatility, Journal of Portfolio Management, Summer 2007.[FINANCE]
Taleb, N. N. (2007) "Black Swan and Domains of Statistics", The American Statistician, August 2007, Vol. 61, No. 3 [STATISTICS]
Taleb, N. N. and Pilpel, A. (2007) Epistemology and Risk Management, Risk and Regulation, 13, Summer 2007 [RISK/PHILOSOPHY]
Derman, E. and Taleb, N. N. (2005) The Illusion of Dynamic Replication, Quantitative Finance, vol. 5, 4 [MATHEMATICAL FINANCE]
Taleb, N.N. (2004) “Bleed or Blowup: What Does Empirical Psychology Tell Us About the Preference For Negative Skewness? ”, Journal of Behavioral Finance, 5[ FINANCE]
Taleb, N.N. (2004)
“Randomness and the Arts”, Literary Criticism/Critique Littéraire
Taleb, N.N. (2004) I problemi epistemologici
del risk management in: Daniele Pace (a cura di) Economia del rischio. Antologia di scritti
su rischio e decisione economica, Giuffrè, Milano
“Beliefs, Decisions, and Probability” (2010), Blackwell
Companion to the Philosophy of Action (with Avital Pilpel)
“The Risk of Severe Infrequent Events” (with George Martin), The Banker, Sept 2007 [FINANCE]
"Fat Tails, Asymmetric Knowledge, and Decision Making, Essay in the Epistemology of Power Laws", Wilmott, 2005 [MATH FINANCE]
Foreword, Lectures on Stochastic Volatility, J. G. Gatheral (Wiley, 2006) [MATH FINANCE]
“These Extreme Exceptions of Commodity Derivatives”, in Commodity Derivatives, Helyette Geman (Wiley, 2004) [MATH FINANCE]
“On Skewness in Investment Choices”, Greenwich Roundtable Quarterly, Volume 2, 2004 [MATH FINANCE]
"Mandelbrot Makes Sense", Wilmott, 2005 [MATH FINANCE]
MAIN New York University, Polytechnic Institute, Distinguished
Professor of Risk Engineering, (since 2008).
OTHER: International Monetary Fund, Scientific Advisor; Institut Jean Nicod, membre associé (since 2010); Oxford University, Distinguished Research Scholar, Said Business School BT Center, (since 2009). PAST ACADEMIC POSITIONS: London Business School, London, Visiting Research Professor (2007-2009); University of Massachusetts at Amherst, Isenberg School of Management, Dean’s Professor (2005-2007); Courant Institute of Mathematical Sciences, New York University, Fellow, and Adjunct Professor of Mathematics (1999-2007).
Education: University of Paris, PhD, MS, BS. The Wharton School, University of Pennsylvania, MBA
Scientific advisor, International Monetary Fund (risk of tail events); Faculty, Davos World Economic Forum 2009; Faculty, Harvard School of Social Science,2010, Hard Problems in Social Science; Advised central banks; Currently member various commissions; Member of the United States Secretary of Defense Highland Cross Disciplinary Panel; the King of Sweden scientific committee on global warming, etc.
50 Most Influential Persons in the World, Bloomberg Mkts, 2011 - Derivatives Hall of Fame, Derivatives Strategy, 2001- American Task Force for Lebanon, Lifetime Achievement Award 2010 - Bruno Leoni Economics Prize 2009 "for introducing epistemic humility into economics" -Top 50 Gurus, 2009-2011 Forbes; Power 30 (WSJ-Money Magazine), 2008; GetAbstract Book of the Year, 2008; Frost and Sullivan Visionary of the Year 2008, etc.
SSRN Rank 2008 #5, 2009 #5, 2010 #4
Keynotes and main lectures, includes (discipline in parenthesis): Lectio Magistralis Genoa Science Festival, BT Lecture, Oxford University; Goldstone Lecture, U. of Pa, others: LSE (philosophy, economics), MIT Sloan (finance), Stanford (mathematical statistics), Cambridge Union debate, Harvard (social science), Institute of Advanced Studies (mathematical finance) U. of Pa (medicine), Princeton U. (psychology, philosophy), Institut Jan Nicod (philosophy), LBS (economics, philosophy), Max Planck Institute (cognitive science, statistics), Columbia (engineering, mathematics, finance), U. of Chicago (fin. mathematics), Department of Defense (military risk), Bank of England, IMF, World Bank, IFC, Society of Judgment & Decision Making keynote, etc.
BNP-Paribas, Chicago Mercantile Exchange (independent trader), UBS, Credit-Suisse First Boston, Bankers Trust, CIBC, Banque Indosuez, Empirica Capital LLC- tail hedging program (founder), Universa Investments (scientific advisor, since 2007, limited to advisory role and personal investments).
Congressional testimonies:, subcommittee(value at risk), September 2009; subcommitte (risk management) July 2011. Admitted as an expert in the fields of risk management and
derivatives by the United Stated Court of Federal Claims, Judge Mary Ellen
Coster Williams, September 17, 2008.
PERSONAL
Residence: dual residence in the US (NY) and Lebanon (Amioun, Koura
valley), frequently (monthly) in London and/or Paris.
Hobbies: philology (ancient languages).