Spatial correlations in vote statistics: a diffusive field model for decision-making

E-print: http://arxiv.org/abs/1003.2807

Statistical models for company growth

Published in: Physica A, Elsevier, 2003, 326, pp.241-255

Statistical properties of stock order books: empirical results and models

E-print: http://arxiv.org/abs/cond-mat/0203511

Sticky Expectations and the Profitability Anomaly

E-print: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2742730

Stiff Field Theory of Interest Rates and Psychological Future Time

E-print: http://arxiv.org/abs/cond-mat/0403713

Stock price jumps: news and volume play a minor role

E-print: http://arxiv.org/abs/0803.1769

Sudden trust collapse in networked societies

E-print: http://arxiv.org/abs/1409.8321

Tail protection for long investors: convexity at work

E-print: http://ssrn.com/abstract=2777657

Taming large events: portfolio selection for strongly fluctuating assets

 

The 'Size Premium' in Equity Markets: Where is the Risk?

E-print: https://arxiv.org/abs/1708.00644

The (unfortunate) complexity of the economy

E-print: http://arxiv.org/abs/0904.0805

The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes

E-print: https://hal.archives-ouvertes.fr/jpa-00246951/document

The case for long-only agnostic allocation portfolios

E-print: https://arxiv.org/abs/1906.05187

The dynamics of financial markets - Mandelbrot's multifractal cascades, and beyond

E-print: http://arxiv.org/abs/cond-mat/0501292

The eigenvectors of Gaussian matrices with an external source

E-print: http://arxiv.org/abs/1412.7108!

The endogenous dynamics of markets: price impact and feedback loops

E-print: http://arxiv.org/PS_cache/arxiv/pdf/1009/1009.2928v1.pdf

The Excess Returns of 'Quality' Stocks: A Behavioral Anomaly

E-print: http://arxiv.org/pdf/1601.04478v1

The fine structure of volatility feedback I: multi-scale self-reflexivity

E-print: http://arxiv.org/abs/1206.2153

The fine structure of volatility feedback II overnight and intra-day effects

The joint distribution of stock returns is not elliptical

E-print: http://arxiv.org/pdf/1009.1100.pdf