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Tag Archives: SSRN

On the Difference between Binary Prediction and True Exposure With Implications for Forecasting Tournaments and Prediction Markets by Nassim Nicholas Taleb, Philip E. Tetlock :: SSRN

On the Difference between Binary Prediction and True Exposure With Implications for Forecasting Tournaments and Prediction Markets Nassim Nicholas Taleb NYU-Poly; Université Paris I Panthéon-Sorbonne – Centre d’Economie de la Sorbonne (CES) Philip E. Tetlock University of California, Berkeley – Organizational Behavior & Industrial Relations Group; University of Pennsylvania – Management Department June 25, 2013 […]

On the Difference between Binary Prediction and True Exposure, with Implications for Forecasting Tournaments and Prediction Markets by Nassim Nicholas Taleb, Philip E. Tetlock :: SSRN

On the Difference between Binary Prediction and True Exposure, with Implications for Forecasting Tournaments and Prediction Markets Nassim Nicholas Taleb NYU-Poly Philip E. Tetlock University of California, Berkeley – Organizational Behavior & Industrial Relations Group; University of Pennsylvania – Management Department June 25, 2013 Abstract: There are serious differences between predictions, bets, and exposures that […]

No, Small Probabilities are Not ‘Attractive to Sell’: A Comment by Nassim Taleb :: SSRN

No, Small Probabilities are Not ‘Attractive to Sell’: A Comment (revised)Nassim Nicholas TalebNYU-PolyJanuary 5, 2013Financial Analysts Journal, ForthcomingAbstract: Owing to the convexity of the payoff of out-of-the money options, an extremely small probability of a large deviation unseen in past data justifies rationally buying them, or at least justifies excessive caution in not being exposed […]

No, Small Probabilities are Not ‘Attractive to Sell’: A Comment by Nassim Taleb :: SSRN

No, Small Probabilities are Not ‘Attractive to Sell’: A CommentNassim Nicholas TalebNYU-PolyJanuary 5, 2013Financial Analysts Journal, Forthcoming Abstract: Owing to the convexity of the payoff of out-of-the money options, an extremely small probability of a large deviation unseen in past data justifies rationally buying them, or at least justifies excessive caution in not being exposed […]

SSRN Author Page for Nassim Nicholas Taleb

The Illusion of Thin-Tails Under Aggregation  Nassim Nicholas Taleb NYU-Poly George A. Martin Posted:19 Jan 12 Last Revised:22 Apr 12 How to Prevent Other Financial Crises  Nassim Nicholas Taleb NYU-Poly George A. Martin  Posted:27 Mar 12 via SSRN Author Page for Nassim Nicholas Taleb.