23 citations · 55 across the 7 of their papers we have counts for
9 papers
Zooming In on Equity Factor Crowding
Valerio Volpati, Michael Benzaquen, Zoltan Eisler +3
Crowding is most likely an important factor in the deterioration of strategy performance, the increase of trading costs and the development of systemic risk. We study the imprints…
Revisiting the coupling between accessibility and population growth
Valerio Volpati, Marc Barthelemy
The coupling between population growth and transport accessibility has been an elusive problem for more than 60 years now. Due to the lack of theoretical foundations, most of the s…
Lost in Diversification
Marco Bardoscia, Daniele d'Arienzo, Matteo Marsili +1
As financial instruments grow in complexity more and more information is neglected by risk optimization practices. This brings down a curtain of opacity on the origination of risk,…
The spatial organization of the population density in cities
Valerio Volpati, Marc Barthelemy
Although the average population density of a city is an extremely simple indicator, it is often used as a determinant factor for describing various aspects of urban phenomena. On t…
On the universal Gaussian behavior of Driven Lattice Gases at short-times
Valerio Volpati, Urna Basu, Sergio Caracciolo +1
The dynamic and static critical behaviors of driven and equilibrium lattice gas models are studied in two spatial dimensions. We show that in the short-time regime immediately foll…
The missing assets and the size of Shadow Banking: an update
Davide Fiaschi, Imre Kondor, Matteo Marsili +1
In a recent paper, using data from Forbes Global 2000, we have observed that the upper tail of the firm size distribution (by assets) falls off much faster than a Pareto distributi…
Short-time Behaviour and Criticality of Driven Lattice Gases
Urna Basu, Valerio Volpati, Sergio Caracciolo +1
The nonequilibrium short-time critical behaviors of driven and undriven lattice gases are investigated via Monte Carlo simulations in two spatial dimensions starting from a fully d…
When does inequality freeze an economy?
João Pedro Jerico, François P. Landes, Matteo Marsili +2
Inequality and its consequences are the subject of intense recent debate. Using a simplified model of the economy, we address the relation between inequality and liquidity, the lat…
The Interrupted Power Law and The Size of Shadow Banking
Davide Fiaschi, Imre Kondor, Matteo Marsili +1
Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is ``interrupted'' by a…