1.3k citations · 14.5k across the 144 of their papers we have counts for
Showing 2002 · cond-matShow all
3 papers · 2 filters
cond-mat2002★ 57 cited
Characterization of large price variations in financial markets
Anders Johansen
Statistics of drawdowns (loss from the last local maximum to the next local minimum) plays an important role in risk assessment of investment strategies. As they incorporate higher…
cond-mat2002★ 2 cited
Remarks on reply to Johansen's comment
Anders Johansen
Remarks on reply (cond-mat/0206368) to Johansen's comment (cond-mat/0205249)
cond-mat2002★ 16 cited
Comment on "Are financial crashes predictable?"
Anders Johansen
Comment on "Are financial crashes predictable?", L. Laloux, M. Potters, R. Cont, J.P Aguilar and J.-P. Bouchaud, Europhys. Lett. 45, 1-5 (1999)