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More on this subject is Statistical Consequences of Fat Tails book[1].

[1] https://arxiv.org/abs/2001.10488




I really wish Taleb would employ a different editor. His insights – the ones relayed to me by other people – are brilliant, but I honestly have not been able to get through his writing to them.


Hey! Just wanted to say thanks for posting this, I wasn't aware of it but am excited to read it -- I've been craving a more technical treatment of Taleb's subject matter.




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