50 citations · 78 across the 3 of their papers we have counts for
3 papers
Reply to Johansen's comment
Laurent Laloux, Marc Potters, Jean-Pierre Aguilar +1
This is a reply to Johansen's comment on `Are Financial Crashes Predictable?', by L. Laloux, M. Potters, R. Cont, J.P. Aguilar, J.P. Bouchaud, Europhys. Lett. 45, p. 1 (1999).
Are Financial Crashes Predictable?
Laurent Laloux, Marc Potters, Rama Cont +2
We critically review recent claims that financial crashes can be predicted using the idea of log-periodic oscillations or by other methods inspired by the physics of critical pheno…
Missing Information and Asset Allocation
Jean-Philippe Bouchaud, Marc Potters, Jean-Pierre Aguilar
When the available statistical information is imperfect, it is dangerous to follow standard optimisation procedures to construct an optimal portfolio, which usually leads to a stro…