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bookmarks

publications

(10)

• On the feasibility of portfolio optimization under expected shortfall
  Stefano Ciliberti and Imre Kondor and Marc M{\'E}zard Quantitative Finance 7 389--396 (2007)
  to imported by smicha on 2008-04-23 19:09:19
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• Statistical properties of stock order books: empirical results and models
  Jean-Philippe Bouchaud and Marc M{\'E}zard and Marc Potters Quantitative Finance 2 251--256 (2002)
  to imported by smicha and 1 other person on 2008-04-23 19:09:19
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• On the ubiquity of spin glass concepts and methods
  Marc M{\'e}zard Physica A: Statistical and Theoretical Physics 200 111--117 (1993)
  to imported by smicha on 2008-04-22 10:36:30
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• How to compute the thermodynamics of a glass using a cloned liquid
  Marc M{\'e}zard Physica A: Statistical and Theoretical Physics 265 352--369 (1999)
  to Glass phase by smicha on 2008-04-22 10:36:30
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• Statistical physics of the glass phase
  Marc M{\'e}zard Physica A: Statistical Mechanics and its Applications 306 25--38 (2002)
  to imported by smicha on 2008-04-22 10:36:30
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• Microscopic models for long ranged volatility correlations
  Irene Giardina and Jean-Philippe Bouchaud and Marc M{\'e}zard Physica A: Statistical Mechanics and its Applications 299 28--39 (2001)
  to imported by smicha on 2008-04-22 10:36:30
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• On mean field glassy dynamics out of equilibrium
  Silvio Franz and Marc M{\'e}zard Physica A: Statistical and Theoretical Physics 210 48--72 (1994)
  to imported by smicha on 2008-04-22 10:36:30
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• Wealth condensation in a simple model of economy
  Jean-Philippe Bouchaud and Marc M{\'e}zard Physica A: Statistical Mechanics and its Applications 282 536--545 (2000)
  to Pareto distribution by smicha and 1 other person on 2008-04-22 10:36:30
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• Mode-coupling approximations, glass theory and disordered systems
  Jean-Philippe Bouchaud and Leticia Cugliandolo and Jorge Kurchan and Marc M{\'e}zard Physica A: Statistical and Theoretical Physics 226 243--273 (1996)
  to imported by smicha on 2008-04-22 10:36:30
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• Ordering Effects in Clustering.
  Douglas H. Fisher and Ling Xu and Nazih Zard ML 162-168 (1992)
  to dblp by dblp on 2002-12-05 00:00:00
  | URL | BibTeX