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...Northern Rock: If rumors abound about a bank being illiquid, depositors will self-fulfill the prophecy by queuing to clear their accounts. There is a ‘tipping point’ for bubbles or bursts alike, which explains where market performance is anything but normally distributed. As Nassim Taleb made a career out of showing, we end up having “once in a century” events far more often than that. What economists call “fundamentals” are little more than a mirage, subject to constant positive (bubbles) or negative (bursts) feedback loops...

Author: By Pierpaolo Barbieri | Title: Volcanic Ash Allowing | 4/23/2010 | See Source »

...long symposium was moderated by FAS Divisional Dean of Social Science Stephen M. Kosslyn and included presentations by Peter S. Bearman, Nicholas A. Christakis, Ann Swidler ’66, Nassim N. Taleb, Nick Bostrom, Gary King, Emily Oster ’02, Claudia Goldin, James Fowler, Susan E. Carey ’64, Roland G. Fryer, and Richard J. Zeckhauser...

Author: By Barbara B. Depena, CRIMSON STAFF WRITER | Title: Panel Unites Social Scientists | 4/12/2010 | See Source »

...World," I repeated. Again he nodded, this time rolling his eyes slightly. He tried distracting me, asking me if I wanted to visit the Ali bin Abi Taleb mosque or ogle the colossal white yachts lining the waterfront like beached Moby Dicks. I pointed out our route - down the creek to the harbor and into the Arabian Sea. There, three miles offshore, was a cluster of 300 man-made islands shaped like a map of the globe. Each was named after a country or a city. The massive archipelago stretched across six miles and supposedly had been constructed with more...

Author: /time Magazine | Title: A Five-Star Ghost Town at the End of 'The World' | 10/19/2009 | See Source »

...depending on the company’s appetite for risk.But VaR modeling does not describe events that occur the other 1 percent of the time. In the New York Times best-seller “The Black Swan: The Impact of the Highly Improbable,” Nassim N. Taleb, who has held positions at Columbia, Wharton, and NYU, argues that these events—which he dubs “black swans”—are the most important determinants of the course of history. Models that fail to account for them are all but useless. Even...

Author: By Athena Y. Jiang, CRIMSON STAFF WRITER | Title: Post-Crisis Economics | 6/3/2009 | See Source »

...world should have learned anything from the worst economic downturn since 1945, it is to heed those who warn that danger is ahead - and to listen to those who argue that it is precisely the least expected catastrophe (a "black swan," as they are now known after Nassim Nicholas Taleb's 2007 book of that name) that can do the most damage. That does not mean we should all live, risk averse, cowering in a cave of our own making. It does mean that it behooves us to listen to those who, based on knowledge and insight, warn...

Author: /time Magazine | Title: The Moment: L'Aquila | 4/20/2009 | See Source »

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