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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
Showing physics.soc-phShow all

1 paper · 1 filter

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.