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20042025
most citedLectures on the local semicircle law for Wigner matrices

71 citations · 258 across the 47 of their papers we have counts for

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q-fin.PM2020

Equity Factors: To Short Or Not To Short, That Is The Question

Florent Benaych-Georges, Jean-Philippe Bouchaud, Stefano Ciliberti

What is the best market-neutral implementation of classical Equity Factors? Should one use the specific predictability of the short-leg to build a zero beta Long-Short portfolio, i…