纳西姆·尼可拉斯·塔雷伯

纳西姆·尼古拉斯·塔勒布（阿拉伯语：نسيم نيقولا نجيب طالب，英语：Nassim Nicholas Taleb，1960年9月12日—），黎巴嫩裔美国人。知名思想家，金融业人士，数理统计学家、前期权交易员、风险工程学教授、哲学随笔作家，以《黑天鹅效应》一书闻名于世。诺贝尔经济学奖得主丹尼尔·卡内曼称其“改变了世界对于‘不确定性’的想法”。

塔勒布的主要研究兴趣在于“随机性”、“不确定性”、“稀有事件”（黑天鹅事件）等问题。著有《不确定性》（Incerto），这是一部关于不确定性的五卷哲学随笔，于2001年至2018年间出版（尤其是《黑天鹅效应》和《反脆弱》）。自2014年9月以来，他一直担任学术期刊《风险与决策分析》（Risk and Decision Analysis）的联合主编。他还曾是数学金融从业者、对冲基金经理和衍生品交易员，目前被列为 Universa Investments 的科学顾问。成名作《随机骗局》被《财星》杂志选为“有史以来最聪明的书”（Smartest Books of All Time），而《黑天鹅效应》更是长踞纽约时报畅销书榜31周，且被《星期日泰晤士报》选为“二战后12本最具影响力的书”。

黑天鹅效应

塔勒布将极为罕见或发生机会极低但冲击极大的事件称为黑天鹅事件。塔勒布认为尽管黑天鹅事件发生机会极低，但不意味可以将之视为不会发生。

林迪效应

塔勒布的林迪效应，是指具备不易损特性的事物或技术，会因存在时间越长，而使存在的预期寿命变得更长。

Nassim Nicholas Taleb (born 12 September 1960) is a Lebanese-American university professor, essayist, mathematical statistician, former option trader, risk analyst, and aphorist. His work concerns problems of randomness, probability, complexity, and uncertainty.

Taleb wrote Incerto, a five-volume work on the nature of uncertainty published between 2001 and 2018 which includes the notable volumes The Black Swan and Antifragile. He has taught at several universities, serving as a Distinguished Professor of Risk Engineering at the New York University Tandon School of Engineering since September 2008. He has also been a practitioner of mathematical finance and is currently an adviser at Universa Investments. The Sunday Times described his 2007 book The Black Swan as one of the 12 most influential books since World War II.

Taleb criticized risk management methods used by the finance industry and warned about financial crises, subsequently profiting from 1987's Black Monday, and later from the 2008 financial crisis. He advocates what he calls a "black swan robust" society, meaning a society that can withstand difficult-to-predict events. He proposes what he has termed "antifragility" in systems; that is, an ability to benefit and grow from a certain class of random events, errors, and volatility, as well as "convex tinkering" as a method of scientific discovery, by which he means that decentralized experimentation outperforms directed research.

Early life and family background

Taleb was born in Amioun, Lebanon, to Minerva Ghosn and Nagib Taleb, an oncologist and a researcher in anthropology. His rich and influential parents were Lebanese Greek Orthodox Christians, and had French citizenship. His maternal grandfather Fouad Nicolas Ghosn and great-grandfather Nicolas Ghosn were both deputy prime ministers of Lebanon in the 1940s through the 1970s, and his four-times great-grandfather was one of the board of directors to the administrator of Mount Lebanon. His paternal grandfather Nassim Taleb was a supreme court judge. Taleb attended a French school in Beirut, the Grand Lycée Franco-Libanais. His family saw its political prominence and wealth reduced by the Lebanese Civil War, which began in 1975. He is a Greek Orthodox Christian.

Education

Taleb received Bachelor and Master of Science degrees from the University of Paris. He holds an MBA from the Wharton School at the University of Pennsylvania (1983), and a PhD in management science from the University of Paris (Dauphine) (1998), under the direction of Hélyette Geman. His dissertation focused on the mathematics of derivatives pricing.

Career

Finance

Taleb has been a practitioner of mathematical finance as a hedge fund manager, and a derivatives trader. He has held the following positions: managing director and proprietary trader at UBS, currency trader at Credit Suisse First Boston, chief currency derivatives trader for Banque Indosuez, managing director and worldwide head of financial option arbitrage at CIBC Wood Gundy, derivatives arbitrage trader at Bankers Trust (now Deutsche Bank), proprietary trader at BNP Paribas, independent option market maker on the Chicago Mercantile Exchange and hedge fund manager for Empirica Capital.

Taleb reportedly became financially independent after the crash of 1987 from his hedged short Eurodollar position while working as a trader for First Boston. Next, Taleb pursued work toward his PhD in Paris, completing the degree program in 1998. He returned to New York City and founded Empirica Capital in 1999. During the market downturn in 2000, at the end of the dot com bubble and burst, Empirica's Empirica Kurtosis LLC fund was reported to have made a 56.86% return. Taleb's investing strategies continued to be highly successful during the Nasdaq dive in 2000. Several consecutive years of low market volatility and less spectacular returns followed, and Empirica closed in 2004.