φq -field theory for portfolio optimization: "fat tails" and nonlinear correlations

Physics Report

Volumn 335, Issue 2, 2000, Pages 19-92

  Sornette, D ^a,b   Simonetti, P ^c   Andersen, J V ^d  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b INSTITUT NON LINÉAIRE DE NICE   (France)

^c UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^d NORDITA   (Denmark)

Author keywords

05.

Indexed keywords

EID: 0002822266     PISSN: 03701573     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0370-1573(00)00004-1     Document Type: Review

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