50 citations · 78 across the 3 of their papers we have counts for
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cond-mat.stat-mech1998★ 50 cited
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…
cond-mat.stat-mech1997★ 26 cited
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…