Nassim Nicholas Taleb. The black swan

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INDEX

a-Platonic(ity), 125, 182, 283n, 284, 309

academic libertarianism, 183, 307

Aczel, Amir, 128

aesthetics, 62, 99, 138,

253-73,

296, 297

Al-Ghazali, 47, 171n

Alpher, Ralph, 168

Amioun, 4, 45, 65, 140, 154,

155,171,

258,

287, 288

Anderson, Chris, 223

Apelles-style

strategy, 204, 295, 307

Apelles

the Painter, 204, 295

Aristotle, 202

Aron, Raymond, 12

Arrow,

Kenneth, 283

autism, 194, 323

Averroës, 47, l/^ln

Bachelier, Louis, 282

Bacon,

Sir Francis, 101, 102, 167

Bail, Philip, 267, 270

Balzac,

Honoré de, 103, 104, 105

banks, 43, 123, 208, 225-26

Barabâsi,

Albert-Laszlo, 226

barbell strategy,

205-6,

207, 307

Barron,

Gerg, 77

Bastiat,

Frédéric, 111, 112, 288

Bateson, Gregory, 25

Baudelaire, Charles, 71

Baumol, William, 90

Bayle, Pierre, 48, 296

bell

curve, see Gaussian distribution

Bernard,

Claude, 278

Berra,

Yogi, 136, 199n, 208

Berry,

Michael, 178

Bethe, Hans, 168

bildungsphilister,

131, 255, 295, 307, 319

bin Laden, Osama, 16

biology,

219, 328

Black

Swan,

defined,

xvii-xviii,

xix,

xx-xxi,

xxv, xxvii

Black

Swan

blindness,

xxiii,

77-79,

141-42,

288, 307

Black

Swan ethical problem,

defined,

308

Bloch, Marc, 101

Bohr,

Niels,

136n

360

INDEX

Bois-Reymond, Emil du, 173

Borges, Jorge Luis, 12

Bouchaud, Jean

Philippe,

150

Bourdieu, Pierre, 22, 218

Braudel, Fernand, 255

Brochard,

Victor, 57n

Brown, Aaron, 196

Buchanan, Mark, 267

Buck, Pearl, 222

Buffett, Warren, 183

Bush, George W., 152

Buzzati,

Dino,

Caligula, xxv

Callas, Maria, 143

Camus, Albert, 104

Caravaggio, 164

Carlyle, Thomas, 198

Carneades, 274

Carr,

Edward Hallett, 101, 199

Casanova,

Giovanni

Giacomo, 112-15,

117-19,

120

casinos, 35, 67, 109, 117, 126-28,

129-30,

238, 257, 286

Catherine II of Russia, 139, 142, 164n

causality, 46, 48, 66, 70, 75, 88, 110,

119-20,

143,314

Cavendish, Lord, 244

central

limit

theorem, 325

chaos theory, 176, 179, 197, 258, 323

Chardon, Lucien, 104, 105

Chevalier de Mere, 273

Christie, Agatha, 70

Churchill, Winston, 276

Cicero,

Marcus

Tullius,

100,102,128,

274

circularity of statistics, see statistical

regress argument

Comte, Auguste, 173

confirmation

error,

50, 85, 120,129, 281,

308

Cootner, Paul, 276

Cournot,

Augustin,

242

Cowan,

David,

177

cumulative advantage, 217, 218, 250, 324

Darwin, Charles, 167, 244, 256

Darwin, Erasmus, 244

Dawes,

Robyn, 81, 146

de Menasce, Pierre

Jean,

255

de Moivre, Abraham, 240-41

de Rubempré, Lucien, 104, 105

De Vany, Art, 31

Debreu, Gerard, 283

Dennett,

Daniel,

189, 290

derivatives, 20n, 328-29

Diagoras, 100

Dickens,

Charles, 104

Dickinson,

Emily, 258

Diodorus

Siculus,

198

distribution, see probability distribution

Dostoyevsky,

Fyodor, 104

Drogo, Giovanni, 92-93

du Gard, Roger Martin, 222

Duby,

Georges, 11

Durant, Will and Ariel, 103

earthquakes, 35, 44, 61n, 76, 155, 211,

264,

309, 319

Eco,

Umberto, 1, 140, 179, 185

economics, as

"religion,"

322

economists,

defined,

314

econophysicists,

271, 326

empirics, 111, 182, 203-4

empty-suit

problem, xx-xxi, 145-56, 308

Engel, Robert, 155

INDEX

361

entropy, 315, 328

envelope

of serendipity, 209

epidemics, xviii, xxiiw, xxiv, 118, 120,

135,

220,

244

epilogism,

199, 199n, 308, 313

epistemic

arrogance,

17,

138-41,

142,

145,150,165,166,190,

203, 206,

211,308

epistemic opacity, 273, 288, 308, 319

epistemocrats,

190-91,

192, 308

epistemology, 20, 49, 106, 126, 319

equilibrium, 4, 8, 210, 236, 278, 282,

283n,323

equity premium puzzle, 328

Erev,

Ido, 77

erudition, 48, 125, 131n, 156, 225, 296,

323

expert

problem, see empty-suit problem

exponents, 231, 250,

263-66,

267, 272,

321,

326, 328

Extremistan

and

80/20

rule,

235-36

and correlation, 239

defined,

26, 308

and Gaussian distribution, 269

genesis

of, 270

and insurance, 208

and

knowledge,

in London Business School study,

79,162

vs. Mediocristan, 33, 34,

35-37,

61,

83,

85,

233-35,

274,

280-81,

284,

320,

328

from

mild

wild

randomness and

back,215-28

and modern world, 61

and prediction, 149, 159

and problem of induction, 267

and R-square, 187n

and risk, 96

and scalable variables, 159

and underestimation, 142

visual approach,

259-60

and

war,

324

fallacy of

silent

evidence, 50,

100-121,

131,169,

308,317

Fat

Tony (fictional

character),

122-25,

181

Ferguson,

Niall,

14n

Fichte,

Johann Gottlieb, 12, 45, 101

Fisk,

Robert, 16

Fleming, Alexander,

167-68

fooled

by randomness,

defined,

308

Forster,

E. M., 70, 76

fossil

record,

318

Foucher,

Simon, 274

France,

Anatole, 222

Friedman,

Milton, 280

Fukuyama,

Francis,

101

future

blindness,

194, 211, 308

Gaddis, William, 218

Galileo, 167, 257

Galton, Sir

Francis,

244

games, 125, 127,

128,129,

251, 286, 309

Gamow, George, 168

Gates,

Bill, 33, 260

Gauss,

Carl

Friedrich,

36n, 230, 240,

241,

243

Gaussian distribution,

36,229-52,

259-63,

269,

275-82,

288, 311, 325, 326

Gibbon, Edward, 198

Gilbert, Dan, 195, 203n

Gladwell, Malcolm, 81, 236

Glaucias of

Tarentum,

182

Goethe, Johann Wolfgang von, 31

362

INDEX

Goldberg,

Bruce,

Goldman, William, 206

Goldstein, Dan, 79, 81

Goodman,

Nelson,

188

Gore,

Al, 152

Grasso,

Richard, xxiii

Gray

Swan, 36, 37, 213, 272, 273, 309

Green,

Jack,

218

Greene,

Graham, 300

Hadamard,

Jacques,

179

Hardy,

G. H., 240

Hayek,

Friedrich,

179-80,

181, 182, 183,

185,

277, 296

hedge

funds, 43, 278

Hegel, Georg Wilhelm

Friedrich,

12, 45,

101,199

Heisenberg,

Werner,

287

Helenus

(in The Iliad),

195-96

Herodotus, 101, 199

heuristics, 81, 158, 185, 313, 316

Hibon, Michèle, 154, 155

Hicks, John, 283

Hilbert, David, 173

Hinchcliffe,

Brian,

158

historical ruptures, 9, 312

historicism, 171, 322

Hitler,

Adolf,

xxi

Horowitz, Vladimir, 29

Huet, Pierre-Daniel, 48, 296

Hugo, Victor, 104

Hume, David, 45, 48, 60

Hussein,

Saddam, 74

idiot

savants, 185, 279, 319, 323

incomplete information, see randomness

as incomplete information

induction, see problem of induction

inequality, 36, 108, 216, 219, 224, 227,

234-35,

263, 266, 325

insurance,

20, 77, 123, 124,

141,146,

159,

206,

208,

211,

228,

324, 325

Internet,

xviii,

15, 79, 118, 135, 169, 172,

209,

223, 224,

226-27,

324

inverse problem, 268, 311

see

also

reverse-engineering problem

Jaynes,

Julian,

Jesus

of Nazareth, 11

John,

Dr. (fictional

character),

123-25,

181

Kahneman,

Daniel,

53, 76, 77, 81, 116,

158,195,277

Kant,

Immanuel, 45

Kelvin,

Lord,

244

Kennedy, Jacqueline, 143

Keynes,

John

Maynard,

179,185,244,

283

Khaldoun, Ibn, 101, 199

Koestler,

Arthur,

167

Kolmogorov, Andrey

Nikolayevich,

Krasnova,

Yevgenia Nikolayevna

(fictional

character),

23-25,

26, 27,

92,

93-94,

95-96,

122, 223, 299,

300

languages, 4, 24, 72, 181, 219, 255

lasers,

135,

169-70,

322

law of large numbers, 238, 244,

259-60,

269,

287

Lebanon,

3, 4, 8, 9,10, 11,

13,15,16,

18,21,40,

65, 79,

118,140,154,

287

INDEX

363

life

expectancy, 159, 321

literature,

222, 253

Livy,

198

Locke's madman, 283, 308

Lorenz,

Edward, 179, 196

lottery-ticket fallacy, 73, 77, 118, 206,

207,

308-9

Lucas,

Robert, 155

ludic fallacy,

122-37,

207, 225n, 257,

268,

275, 279, 281,

286-89,

309,

319

Makridakis, Spyros,

154,155,

269

Mallarmé,

Stéphane, 104

Malraux,

André, 104

Mandelbrot, Benoît, 12n,

253-56,

257,

258-59,

260-62,

268-69,

272, 273,

276,

281

Mandelbrotian, 36, 37, 128, 213,

232-34,

251, 256,

257-58,

262,

272-73,

309

Markowitz,

Harry,

277

Marmot,

Michael,

227-28

Marshall,

Andy, 208

Marx,

Karl,

12, 101, 171, 199, 241, 242

Matthew effect,

216-17,

320, 324

Mays, Andrew, 208

Mediocristan

absence of Black Swan problem, 49-50

and

bell

curve, 230,

235-36,

240,

244-45,

250, 251, 269

defined,

26, 309

vs. Extremistan, 33, 34,

35-37,

61, 83,

85,

233-35,

274,

280-81,

284, 320

and gambling, 239

law of large numbers in, 238

in London

Business

School study, 79,

162

and measurement, 328

and prediction, 149, 159, 211

and Sharpe ratio, 328

and standard deviation, 239-40

and statisticians, 223

and underestimation, 142

visual approach, 259-60

Meehl, Paul, 146

Menodotus of Nicomedia, 46, 182, 199,

314

Merton,

Robert C, 278, 279, 279n, 280,

281,282,

283

Merton,

Robert K.,

216-17,

218, 278

meta-analysis, 75

Michelet, Jules, 101, 198

Michelson, Albert, 173n

mild, 29, 35, 36, 61n,

127-28,

159, 250,

261,

295

Mill,

John Stuart, 52

Minsky, Hyman, 78

Mistral,

Frédéric,

222

Mittag-Leffer,

Gôsta, 176

Montaigne, Michel de, 92, 101,

191-92,

296

Moynihan, B., 105n

Nabokov, Vladimir, 10

Nader, Ralph, 112

narrative

discipline,

xxvii, 75, 309

narrative

fallacy, 50,

62-84,

120, 153,

154,

155, 187n, 188, 199, 205n,

211,240,

268-69,

309,316

Nash, John, 155

neoclassical economics, 184, 278, 282,

285,

314, 319, 328

nerd

knowledge,

180, 309

see

also

Platonicity

networks, 226, 267, 322, 325

364

INDEX

Nicolas

Autrecourt,

Nietzsche,

Friedrich,

6, 131, 132, 296

nightingales,

104, 105

Nobel,

Alfred, 277

normal

distribution, see Gaussian

distribution

Onassis, Aristotle,

143-44

Oppenheimer,

Robert, 255

options,

205, 282n, 329

Ormerod,

Paul, 267

Orwell, George, 162

Oskamp,

Stuart, 144

Pareto,

Vilfredo, 219, 235, 256

Pascal,

Biaise, 210

Pasteur,

Louis, 170, 208

Paul,

D., 105n

Paul,

Saint, 5

Peirce,

Charles Sanders, 57n, 173

Penzias, Arno, 168

Perec,

Georges, 69n

Perse,

Saint

John,

222

Philnus

of Cos, 182

phony

mathematics, 136, 275, 277

Plato,

xxv, 101

Platonic

confirmation, see confirmation

error

Platonic

fold,

xxi, 19, 129, 284, 309

Platonicity, xxv, 15, 16, 48, 55, 69, 180,

241,

252,

256-62,

268, 285, 289,

291,309,311

Plutarch,

198

Poe,

Edgar

Allen,

xxii

Poincaré,

Henri,

174-77,

178-79,

243,

296

Poisson,

239, 326, 327, 329

Popper,

Karl

Raimund,

57-58,

171,

173,

179,

192-93,

200, 281, 291,

296

Posner,

Richard, 240

post-Keynesian, 78, 314

power

laws,

37, 219, 234, 235, 257, 263,

266,

267,

318,

321,

322,

324,

325,

326,

327, 328

prediction

errors,

xx,

148,159-60,

194-95,

205

preferential

attachment,

218-19,

221,

222,

250,

325,

326

probability distribution, 36, 269, 309

problem of induction, 27,

40-41,

45, 49,

64,

131,199,

267, 269, 288, 309,

313

problem of the circularity of statistics, see

statistical

regress argument

Proudhon,

Pierre-Joseph,

101, 171, 241

Prudhomme,

Sully,

222

quants,

19-20,

21, 28, 54, 148, 154

Quételet,

Adolphe,

241-42

Quine, W. V., 72

randomness as incomplete information,

57,

197-98,

309

see

also

epistemic

opacity

Reagan,

Ronald, 261

reinsurance,

208n

religion,

4, 11, 48, 208n, 227, 291, 312,

322

Renan,

Ernest, 198

retrospective

distortion, 8,12, 13, 310,

312,322

reverse-engineering problem, 196, 197,

310,311,312

INDEX

365

Rimbaud, Arthur, xxii

Rolland, Romain, 222

Rosen, Sherwin, 216

Ross, Steve, 280

round-trip

fallacy, 52, 54, 82, 310, 320

Rowling,

K., 28, 33

Rubinstein, Arthur, 29

Rushdie, Salman, 156

Russell,

Bertrand,

40, 201, 210, 244

Samuelson, Paul,

184-85,

283, 285

Sartre,

Jean-Paul,

104

savants, see

idiot

savants

scandal of prediction, 138, 203, 310

Scholes, Myron, 278, 279, 279n, 280,

281,282,

287

Schopenhauer, Arthur, 45

Schiitzenberger, Marcel-Paul, 272

scorn

of the abstract, xxi, 77, 121, 310

self-organized criticality, 325, 328

Semmelweis,

Ignaz, 183

Serapion of Alexandria, 182

serendipity, 166, 170, 204, 209,

321-22,

324

Sextus Empiricus, 46, 83, 192, 204

Shackle, G.L.S., 179, 185

Sharpe,

William, 277

Shirer,

William, 12-14

Shubik, Martin, 283

Shultz, George, 261

Simenon, Georges, 300

Simon, Saint, 241

Simpson, O.

J.,

51, 281

Slovic, Paul, 76, 81, 145

Smith,

J.,

Snyder, Alan, 66

Spengler, Oswald, 101

Spitznagel, Mark, 127n

stability of species, 108

standard

deviation,

239-40, 249-50,

252,

276,

326

Stanzione, Dan, 168

statistical regress argument, 269, 310

Stendhal, 104

Strogatz,

Steven, 226

Suetonius, 198

swimmer's body, 109-10

system 1, 81, 82, 83, 133, 159

system 2, 81, 82

Tedesco, John-Olivier, 297

Tetlock, Philip, 151, 153, 280

Thorp,

Edward O., 279, 282

three

body

problem,

176-77,

322

Townes, Charles, 169-70

Toynbee, Arnold, 12, 101

Tresser,

Charles,

255-56

Trivers,

Robert, 147, 195

Tulip, Nero (fictional

character),

94-99

Tversky, Amos, 53, 76, 77, 81, 158

Tyszka, Tadeusz, 150

Ullmann-Margalit, Edna, xxvii

uncertainty of the

deluded,

239, 310

uncertainty of the nerd,

127-29,

309

unknowledge,

138, 185, 198, 329

variance,

defined,

250

Veyne, Paul, 11

von Neuman, John, 255

Wallace,

Alfred Russel, 167

Wason,

P. C, 58

366

INDEX

water

puddle

problem,

267-68

see

also

reverse-engineering problem

Watson,

Thomas, 168

Watts,

Duncan, 226

Wegner,

Jochen,

Whitehead, Alfred North, 181n

Wikipedia, 224n

wild,

35, 36, 64, 116, 128, 213, 251, 254,

295

Willis,

C.,219

Wilmott,

Paul, 196

Wittgenstein, Ludwig, xxvi, 244, 289

writers,

24, 25, 42,

89-90,

103-4,

218,

224n,

312

Yule,

G. U., 219, 256

Zielonka, Piotr, 150

Zipf, George, 219, 256

ABOUT

THE

AUTHOR

NASSIM

NICHOLAS

TALEB,

part

literary essayist,

part

empiricist,

part

no-nonsense

trader,

has devoted his

life

to immersing himself in

problems of luck, uncertainty, probability, and knowledge.

Taleb

was born into a Greek-Orthodox family in Lebanon. He

worked as a derivatives

trader

on his own and with Wall Street firms

and

as a floor

trader

in the Chicago pits before opting for more con-

templative, and what he calls "nontransactional," pursuits. He has

M.B.A. from the

Wharton

School and a Ph.D. from the University

Paris.

While trading, he taught the application of probability the-

ory

to risk management for seven years (part-time) at the Courant

Institute

of Mathematical Sciences of New

York

University. He is

currently

taking a break from active

life

by serving as the Dean's

Professor

in the Sciences of Uncertainty at the University of Massa-

chusetts at Amherst. His last book, the bestseller

Fooled

by Random-

ness,

has been published in twenty languages (even

French).

Taleb

lives

mostly in New

York.