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Apologies if this seems out of place, but a couple years ago I read several popular books written in the last decade by a single author who was trying to disabuse readers of several fallacies regarding risk. One of his key repeated themes was that you must take account of low-risk, high-impact events, especially of dramatic falls in the market, and that he himself made a lot of money by regularly betting on such events in ways which overall netting him profit, even though 90% of his bets turned out wrong, because most people entirely discount such events as he did not. Unfortunately I did not record his name; can anyone identify this author for me?

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    $\begingroup$ Perhaps you mean Prof. Taleb? amazon.com/Nassim-Nicholas-Taleb/e/B000APVZ7W $\endgroup$ Jul 17 at 22:29
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    $\begingroup$ Nicholas Nassim Taleb- the most insufferably arrogant human being in living history ;-) ? $\endgroup$
    – demully
    Jul 18 at 0:07
  • $\begingroup$ Heh, yeah--I've read the wide range of comments about him, pro and con, on the wikipedia entry...having read his books I can't disagree with either. :-) $\endgroup$
    – scottef
    Jul 19 at 3:01
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Thank you Dimitri, that is indeed who I was thinking of! Kudos for closing this search off so quickly.

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