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researcher

Yannick Malevergne

2 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • last author1

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • physics.soc-ph1
  • q-fin.ST1
ORCID 0000-0002-7787-4158

identity via Semantic Scholar / OpenAlex

most citedA two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes

3 citations · 3 across the 2 of their papers we have counts for

collaborators

2 papers

q-fin.ST2008

Heterogeneous expectations and long range correlation of the volatility of asset returns

Jerome Coulon, Yannick Malevergne

Inspired by the recent literature on aggregation theory, we aim at relating the long range correlation of the stocks return volatility to the heterogeneity of the investors' expect…

physics.soc-ph2007★ 3 cited

A two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes

Y. Malevergne, D. Sornette

In the standard equilibrium and/or arbitrage pricing framework, the value of any asset is uniquely specified from the belief that only the systematic risks need to be remunerated b…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.