14 citations · 23 across the 2 of their papers we have counts for
2 papers
q-fin.ST2008★ 9 cited
Breakdown of the mean-field approximation in a wealth distribution model
Matus Medo
One of the key socioeconomic phenomena to explain is the distribution of wealth. Bouchaud and Mézard have proposed an interesting model of economy [Bouchaud and Mézard (2000)] base…
q-fin.PM2008★ 14 cited
How to quantify the influence of correlations on investment diversification
Matus Medo, Chi Ho Yeung, Yi-Cheng Zhang
When assets are correlated, benefits of investment diversification are reduced. To measure the influence of correlations on investment performance, a new quantity - the effective p…