Mathematical definition, mapping, and detection of (anti)fragility

DOI10.1080/14697688.2013.800219zbMath1284.91600arXiv1208.1189OpenAlexW3123092919WikidataQ56456018 ScholiaQ56456018MaRDI QIDQ2871419

Raphaël Douady, Nassim Nicholas Taleb

Publication date: 23 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.1189

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Related Items (3)

Expected shortfall estimation for apparently infinite-mean models of operational risk ⋮ Fragility, robustness and antifragility in deep learning ⋮ Unnamed Item

Cites Work

• Risk Aversion in the Small and in the Large

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