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Companion Volume to
 Antifragility
(forth) and
The Black Swan (2007-2010,2
nd 
Ed.)
Technical and Academic Papers and Derivations
 
Nassim Nicholas Taleb
NYU-Poly
 2012
 
 
 
 
Table of Contents
Taleb, N.N. (f.), A Map and Simple Heuristic to DetectFragility, Antifragility, and Model Error, under revision,
Quantitative Finance 
 Taleb, N.N. (2011), The Future Has Thicker Tails thanthe Past: Model Error as Branching CounterfactualsTaleb, N.N.(2011), Why did the Crisis of 2008 Happen?withdrawn.
New Political Economy 
 Taleb, N. N. (2008), Errors, Robustness and the FourthQuadrant,
International Journal of Forecasting 
 Mandelbrot, B. and Taleb, N. N., Large But FiniteSamples And PreasymptoticsTaleb,N.N.(2010), Convexity, Robustness and ModelError inside the "Black Swan Domain"Taleb, N.N. and Tapiero, C.(2010), The Risk Externalities of Too Big To Fail,
Physica A 
Makridakis, S. and Taleb, N.N. (2009), "Decisionmaking and planning under low levels of predictability",
International Journal of Forecasting 
 Taleb, N.N. (2008), Finiteness of Variance Is Irrelevantin the Practice of Quantitative Finance,
Complexity 
,14(2).Taleb, N.N. and Martin, G., 2012,
The Illusion of Thin- Tails Under Aggregation 
(a Reply to Jack Treynor)Douady, R. and Taleb, N.N. 2011, StatisticalUndecidablility, PreprintTaleb, N.N., Platonic Convergence and Central LimitTheorem (Note)Taleb, N.N., The fundamental problem of the 0thmoment and the irrelevance of "naked probability"(Note)Taleb, N.N., Derivatives, Fractal Option Pricing (Note)Goldstein, D. G. and Taleb, N. N. (2007), We Don'tQuite Know What We Are Talking About When We Talk  About Volatility,
Journal of Portfolio Management 
,Summer 2007Goldstein, D. G. and Taleb N.N. (2010), StatisticalIntuitions and Domains: The Telescope TestTaleb, N. N. (2007), Black Swans and the Domains of Statistics,
The American Statistician 
, August 2007, Vol.61, No. 3Derman, E. and Taleb, N. N. (2005), The Illusions of Dynamic Replication,
Quantitative Finance 
, vol. 5, 4Haug, E.G. and Taleb, N. N.(2010), Why Option TradersHave Never Used the Formula known as Black-Scholes-Merton Equation, forthcoming,
Journal of Economic Behavior and Organizations 
 Taleb, N. N., Golstein, D. G., and Spitznagel, M.(2009),"The Six Mistakes Executives Make in Risk Management",
Harvard Business Review 
, October 2009Taleb, N. N. (2004), Bleed or Blowup: What DoesEmpirical Psychology Tell Us About the Preference ForNegative Skewness?,
Journal of Behavioral Finance 
, 5Taleb, N. N. and Pilpel, A.(2010), “The Prediction of  Action”, in (eds. T. O' Connor & C. Sandis)
 A Companion to the Philosophy of Action 
(Wiley-Blackwell)Taleb, N. N. and Pilpel, A.(2004), On the UnfortunateProblem of the Nonobservability of the ProbabilityDistributionTaleb, N.N. and Blyth, M, 2011, The Black Swan of Cairo ,
Foreign Affairs 
, 90, 3
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