Nassim Nicholas Taleb

Why Is Nassim Nicholas Taleb Influential?

According to Wikipedia, Nassim Nicholas Taleb is a Lebanese-American essayist, mathematical statistician, former option trader, risk analyst, and aphorist whose work concerns problems of randomness, probability, and uncertainty. The Sunday Times called his 2007 book The Black Swan one of the 12 most influential books since World War II.

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Nassim Nicholas Taleb's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Papers

The Black Swan: The Impact of the Highly Improbable (2007) (3978)
Antifragile: Things That Gain from Disorder (2012) (530)
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets (2001) (260)
Dynamic Hedging: Managing Vanilla and Exotic Options (1997) (199)
Black Swans and the Domains of Statistics (2007) (196)
Fooled by randomness : the hidden role of chance in the markets and in life (2001) (134)
Tail risk of contagious diseases (2020) (134)
Antifragile : how to live in a world we don't understand (2012) (123)
Mathematical definition, mapping, and detection of (anti)fragility (2012) (104)
Option traders use (very) sophisticated heuristics, never the Black- Scholes-Merton formula 1 (2010) (99)
Decision making and planning under low levels of predictability (2009) (96)
Errors, Robustness, and the Fourth Quadrant (2009) (84)
The Black Swan (2008) (82)
Living in a world of low levels of predictability (2009) (75)
The Precautionary Principle (with Application to the Genetic Modification of Organisms) (2014) (70)
THE SIX MISTAKES EXECUTIVES MAKE IN RISK MANAGEMENT (2009) (65)
The illusions of dynamic replication (2005) (62)
On the Statistical Properties and Tail Risk of Violent Conflicts (2015) (60)
Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula (2008) (58)
Opinion: What models can and cannot tell us about COVID-19 (2020) (58)
Finiteness of variance is irrelevant in the practice of quantitative finance (2009) (55)
Systemic Risk of Pandemic via Novel Pathogens – Coronavirus: A Note (2020) (54)
We Don't Quite Know What We Are Talking About (2007) (51)
A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing (2012) (46)
Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications (2020) (43)
Bleed or Blowup? Why Do We Prefer Asymmetric Payoffs? (2004) (38)
The Bed of Procrustes: Philosophical and Practical Aphorisms (2010) (37)
On single point forecasts for fat-tailed variables (2020) (35)
The Black Swan of Cairo (2011) (33)
Review of Ferguson et al “Impact of non-pharmaceutical interventions...” (2020) (33)
The Skin In The Game Heuristic for Protection Against Tail Events (2013) (32)
We Don't Quite Know What We are Talking About When We Talk About Volatility (2007) (31)
Mild vs. Wild Randomness: Focusing on those Risks that Matter (2007) (29)
The Problem is Beyond Psychology: The Real World is More Random than Regression Analyses (2011) (22)
Election predictions as martingales: an arbitrage approach (2017) (22)
How to Prevent Other Financial Crises (2012) (21)
Expected shortfall estimation for apparently infinite-mean models of operational risk (2015) (20)
On the Super-Additivity and Estimation Biases of Quantile Contributions (2014) (20)
Why Did The Crisis of 2008 Happen (2010) (19)
A Map and Simple Heuristic to Detect Fragility, Antifragility, and Model Error (2011) (19)
Tail Risk Constraints and Maximum Entropy (2014) (19)
Gini Estimation Under Infinite Variance (2017) (19)
Philosophy: 'Antifragility' as a mathematical idea (2013) (18)
Risk externalities and too big to fail (2010) (17)
The precautionary principle: Fragility and black swans from policy actions (2014) (17)
Ten principles for a Black Swan-proof world (2009) (17)
How much data do you need? An operational, pre-asymptotic metric for fat-tailedness (2018) (15)
Anti)Fragility and Convex Responses in Medicine (2018) (14)
On the Difference between Binary Prediction and True Exposure with Implications for Forecasting Tournaments and Decision Making Research (2013) (13)
Bitcoin, Currencies, and Fragility (2021) (13)
The Decline of Violent Conflicts: What Do the Data Really Say? (2016) (13)
Skin in the Game (2018) (11)
The Future Has Thicker Tails than the Past: Model Error as Branching Counterfactuals (2011) (11)
Common Errors in the Interpretation of the Ideas of The Black Swan and Associated Papers (2009) (10)
The Illusion of Thin-Tails Under Aggregation (2012) (10)
Epistemology and Risk Management (2007) (10)
On the statistical differences between binary forecasts and real-world payoffs (2019) (9)
The Roots of Unfairness : the Black Swan in Arts and Literature (2004) (8)
The Risk Externalities of Too Big to Fail (2009) (7)
Antifragility, Robustness, and Fragility, Inside the 'Black Swan' Domain (2010) (7)
“Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets?”: A Comment (2013) (7)
No, Small Probabilities are Not 'Attractive to Sell': A Comment (2013) (6)
On the tail risk of violent conflict and its underestimation (2015) (5)
All roads lead to quantitative finance (2019) (4)
How to Forecast an Election (2017) (4)
The calm before the storm (2015) (4)
Report on the Effectiveness and Possible Side Effects of the Office of Financial Research (OFR) (2010) (4)
Unique Option Pricing Measure with Neither Dynamic Hedging Nor Complete Markets (2015) (3)
Religion, Heuristics, and Intergenerational Risk Management (2014) (3)
Option Pricing Under Power Laws: A Robust Heuristic (2019) (3)
Errors, Regress Arguments, and the Underestimation of Small Probabilities (2011) (2)
Branching epistemic uncertainty and thickness of tails (2019) (2)
A Short Note on P-Value Hacking (2016) (2)
The Meta-Distribution of Standard P-Values (2016) (2)
On the shadow moments of apparently infinite-mean phenomena (2015) (2)
Precaution and GMOs: an Algorithmic Complexity Approach (2015) (2)
How to (Not) Estimate Gini Coefficients for Fat Tailed Variables (2015) (2)
Unmasking the mask studies: why the effectiveness of surgical masks in preventing respiratory infections has been underestimated (2021) (2)
Working with Convex Responses: Antifragility from Finance to Oncology (2022) (2)
On the Biases and Variability in the Estimation of Concentration Using Bracketed Quantile Contributions (2014) (2)
The Skin in the Game as a Risk Filter (2015) (1)
Probability, Risk, and Extremes (2019) (1)
What are the chances of war? (2016) (1)
Anthropogenic climate change and precaution (2015) (1)
How We Tend To Overestimate Powerlaw Tail Exponents (2012) (1)
Stochastic Tail Exponent for Asymmetric Power Laws (2016) (1)
Too Big to Fail, Hidden Risks, and the Fallacy of Large Institutions (2009) (1)
Special issue on decision making and planning under low levels of predictability (2008) (1)
Foreword to the M4 Competition (2020) (1)
What You See and What You Don't (2007) (1)
How Much Data Do You Need? An Operational Metric for Fat-tailedness (2018) (1)
Tail Option Pricing Under Power Laws (2019) (1)
Réplication d'options et structure de marché (1998) (1)
Risk Neutral Option Pricing With Neither Dynamic Hedging nor Complete Markets (2014) (1)
ROUNDTABLE 1: PUBLIC IGNORANCE: RATIONAL, IRRATIONAL, OR INEVITABLE? (2008) (1)
Modelling wind power production using climate reanalysis (2018) (0)
The probability conflation: A reply to Tetlock et al. (2023) (0)
Convexity , Robustness , and Model Error inside the Fourth Quadrant (2010) (0)
Convexity , Robustness , and Model Error inside the Fourth Quadrant (2010) (0)
Four Points Beginner Risk Managers Should Learn from Jeff Holman's Mistakes in the Discussion of Antifragile (2013) (0)
Why Volatility Signals Stability, and Vice Versa (2014) (0)
Thoughts inspired by Nassim Taleb's 'Fooled by Randomness' and 'The Black Swan' (2007) (0)
The Probability Conflation: A Reply (2023) (0)
Myth 1 : People Did not Properly “ Price ” Options Before the Black-Scholes-Merton Theory (1970) (0)
Why We Don't Know What We Talk About When We Talk About Probability (2012) (0)
An Operational (Preasymptotic) Measure of Fat-tailedness (2018) (0)
Where Do Thin Tails Come From (2013) (0)
Response to review by Trevor Charles re : Precautionary Principle (2014) (0)
N N Taleb 1. Dynamic Hedging (2004) (0)
Calendar (2003) (0)
Elements of quantitative finance: a response to Jeff Holman’s review of Antifragile (2014) (0)
Tail risk of contagious diseases (2020) (0)
The Prediction of Action (2010) (0)
The Forum for Research on Eastern Europe and Emerging Economies (FREE) is a network of academic experts on economic issues in Eastern Europe and the former Soviet Union at BEROC (Minsk), BICEPS (Riga), CEFIR (Moscow), CenEA (2014) (0)
Pension Funds Should Never Rely on Correlation (2022) (0)
Book review (2005) (0)
Why the super-rich may be indifferent to income growth of their own countries? (2015) (0)
Medicine and Risk Transfer (2019) (0)
The silver rule of acting under uncertainty (2014) (0)
How to (not) estimate Gini indices for fat tailed variables (2016) (0)
The logic behind risk-taking (2019) (0)
Transaction Costs: Much Smaller than We Thought (2020) (0)
NassimTaleb in conversation with Constantine Sandis (2008) (0)
Machine learning approaches for predicting diabetes and determining risk factors from epidemiological data Work presented in partial fulfillment of the requirements for the degree of Bachelor in Computer (2018) (0)
What are the chances of a third world war? (2016) (0)
Informational Rescaling of PCA Maps with Application to Genetic Distance (2023) (0)

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