Marc Potters
Marc Potters
CIO, Capital Fund Management;
Verified email at cfm.fr - Homepage
Title
Cited by
Cited by
Year
Theory of financial risks
JP Bouchaud, M Potters
Cambridge University Press, Cambridge, 2000
14942000
Noise dressing of financial correlation matrices
L Laloux, P Cizeau, JP Bouchaud, M Potters
Physical review letters 83 (7), 1467, 1999
13661999
Theory of financial risk and derivative pricing: from statistical physics to risk management
JP Bouchaud, M Potters
Cambridge University Press, 2003
13302003
Theory of financial risk and derivative pricing: from statistical physics to risk management
JP Bouchaud, M Potters
Cambridge University Press, 2003
12472003
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
4992004
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
4712000
Statistical properties of stock order books: empirical results and models
JP Bouchaud, M Mézard, M Potters
Quantitative finance 2, 251-256, 2002
4182002
Leverage effect in financial markets: The retarded volatility model
JP Bouchaud, A Matacz, M Potters
Physical review letters 87 (22), 228701, 2001
4162001
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
3262003
Scaling in stock market data: stable laws and beyond
R Cont, M Potters, JP Bouchaud
Scale invariance and beyond, 75-85, 1997
2231997
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
2122005
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
2032000
Théorie des risques financiers
JP Bouchaud, M Potters
Alea-Saclay, Eyrolles, Paris, 1997
1761997
Financial applications of random matrix theory: a short review
JP Bouchaud, M Potters
The Oxford Handbook of Random Matrix Theory, 824-850, 2009
1752009
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
1722008
Financial markets as adaptive systems
M Potters, R Cont, JP Bouchaud
EPL (Europhysics Letters) 41 (3), 239, 1998
1631998
Cleaning large correlation matrices: tools from random matrix theory
J Bun, JP Bouchaud, M Potters
Physics Reports 666, 1-109, 2017
1622017
Cleaning correlation matrices
J Bun, JP Bouchaud, M Potters
Risk Magazine, 2016
162*2016
Random walks, liquidity molasses and critical response in financial markets
JP Bouchaud, J Kockelkoren, M Potters
Quantitative finance 6 (02), 115-123, 2006
1582006
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
1171998
The system can't perform the operation now. Try again later.
Articles 1–20