Marc Potters
Marc Potters
CIO, Capital Fund Management;
Verified email at cfm.fr - Homepage
Title
Cited by
Cited by
Year
Theory of financial risk and derivative pricing: from statistical physics to risk management
JP Bouchaud, M Potters
Cambridge University Press, 2003
2649*2003
Noise dressing of financial correlation matrices
L Laloux, P Cizeau, JP Bouchaud, M Potters
Physical review letters 83 (7), 1467, 1999
13191999
Theory of financial risk and derivative pricing: from statistical physics to risk management
JP Bouchaud, M Potters
Cambridge University Press, 2003
12482003
Fluctuations and response in financial markets: the subtle nature of ‘random’price changes
JP Bouchaud, Y Gefen, M Potters, M Wyart
Quantitative finance 4 (2), 176-190, 2004
4792004
Random matrix theory and financial correlations
L Laloux, P Cizeau, M Potters, JP Bouchaud
International Journal of Theoretical and Applied Finance 3 (03), 391-397, 2000
4362000
Leverage effect in financial markets: The retarded volatility model
JP Bouchaud, A Matacz, M Potters
Physical review letters 87 (22), 228701, 2001
4022001
Statistical properties of stock order books: empirical results and models
JP Bouchaud, M Mézard, M Potters
Quantitative finance 2 (4), 251-256, 2002
3982002
More statistical properties of order books and price impact
M Potters, JP Bouchaud
Physica A: Statistical Mechanics and its Applications 324 (1-2), 133-140, 2003
3172003
Scaling in stock market data: stable laws and beyond
R Cont, M Potters, JP Bouchaud
Scale invariance and beyond, 75-85, 1997
2131997
Financial applications of random matrix theory: Old laces and new pieces
M Potters, JP Bouchaud, L Laloux
Acta Physica Polonica B 36 (9), 2767, 2005
2032005
Apparent multifractality in financial time series
JP Bouchaud, M Potters, M Meyer
The European Physical Journal B-Condensed Matter and Complex Systems 13 (3 …, 2000
1922000
Théorie des risques financiers
JP Bouchaud, M Potters
Alea-Saclay, Eyrolles, Paris, 1997
1781997
Relation between bid–ask spread, impact and volatility in order-driven markets
M Wyart, JP Bouchaud, J Kockelkoren, M Potters, M Vettorazzo
Quantitative finance 8 (1), 41-57, 2008
1692008
Financial markets as adaptive systems
M Potters, R Cont, JP Bouchaud
EPL (Europhysics Letters) 41 (3), 239, 1998
1611998
Financial applications of random matrix theory: a short review
JP Bouchaud, M Potters
The Oxford Handbook of Random Matrix Theory, 824-850, 2009
1572009
Random walks, liquidity molasses and critical response in financial markets
JP Bouchaud, J Kockelkoren, M Potters
Quantitative finance 6 (02), 115-123, 2006
1562006
Rational decisions, random matrices and spin glasses
S Galluccio, JP Bouchaud, M Potters
Physica A: Statistical Mechanics and its Applications 259 (3-4), 449-456, 1998
1131998
Cleaning large correlation matrices: tools from random matrix theory
J Bun, JP Bouchaud, M Potters
Physics Reports 666, 1-109, 2017
1092017
On the top eigenvalue of heavy-tailed random matrices
G Biroli, JP Bouchaud, M Potters
EPL (Europhysics Letters) 78 (1), 10001, 2007
1082007
More stylized facts of financial markets: leverage effect and downside correlations
JP Bouchaud, M Potters
Physica A: Statistical Mechanics and its Applications 299 (1-2), 60-70, 2001
1042001
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