most citedHow to quantify the influence of correlations on investment diversification

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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…