Nassim Taleb heads international banking’s first Grey/Black Swan Committee
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DOI: 10.1016/j.qref.2018.11.005
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- Kerem Uğurlu & Tomasz Brzeczek, 2023. "Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(4), pages 1043-1060, December.
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Keywords
Nassim Taleb; Black swans; Dragon Kings; Gaussian; Pareto; Bayes theorem; Risk management; International banking; Corporate governance; Complexity theory; Emergent phenomena;All these keywords.
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