Nassim Nicholas Taleb
Nassim Nicholas Taleb is a Lebanese-American mathematical statistician, former derivatives trader, and author best known for Incerto, a five-volume philosophical work on uncertainty that includes The Black Swan and Fooled by Randomness. He served as Distinguished Professor of Risk Engineering at NYU Tandon School of Engineering from 2008 until his retirement and is currently affiliated with the American University of Beirut. He spent over 20 years as a derivatives trader before transitioning to full-time research in risk management and applied probability, and is an adviser at Universa Investments.
“Taleb basically says in the short run, anything can happen because of randomness. And this determines our attitude toward risk, our attitude toward portfolio construction, our attitude toward published records.”
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