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Information about:
Marc Potters

Personal Details | Affiliation | Works
This is information that was supplied by Marc Potters in registering through RePEc. If you are Marc Potters , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Marc
Middle Name:
Last Name: Potters
Suffix:

RePEc Short-ID: ppo42

Email:
Homepage: http://www.cfm.fr
Postal Address: Science & Finance Capital Fund Management 6 boulevard Haussmann 75009 Paris FRANCE
Phone: +33.1.4949.5949

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. J. P. Bouchaud & M. Potters, 2009. "Financial Applications of Random Matrix Theory: a short review," Quantitative Finance Papers 0910.1205, arXiv.org. [Downloadable!]

  2. Stefano Ciliberti & Jean-Philippe Bouchaud & Marc Potters, 2008. "Smile dynamics -- a theory of the implied leverage effect," Quantitative Finance Papers 0809.3375, arXiv.org. [Downloadable!]

  3. Giulio Biroli & Jean-Philippe Bouchaud & Marc Potters, 2007. "The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy," Quantitative Finance Papers 0710.0802, arXiv.org. [Downloadable!]

  4. Matthieu Wyart & Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters & Michele Vettorazzo, 2006. "Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets," Science & Finance (CFM) working paper archive 500067, Science & Finance, Capital Fund Management. [Downloadable!]
    Other versions:

  5. Jean-Philippe Bouchaud & Laurent Laloux & M. Augusta Miceli & Marc Potters, 2005. "Large dimension forecasting models and random singular value spectra," Science & Finance (CFM) working paper archive 500066, Science & Finance, Capital Fund Management. [Downloadable!]
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  6. Marc Potters & Jean-Philippe Bouchaud, 2005. "Trend followers lose more often than they gain," Science & Finance (CFM) working paper archive 500065, Science & Finance, Capital Fund Management. [Downloadable!]
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  7. Marc Potters & Jean-Philippe Bouchaud & Laurent Laloux, 2005. "Financial Applications of Random Matrix Theory: Old Laces and New Pieces," Science & Finance (CFM) working paper archive 500058, Science & Finance, Capital Fund Management. [Downloadable!]
    Other versions:

  8. Szilard Pafka & Marc Potters & Imre Kondor, 2004. "Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization," Science & Finance (CFM) working paper archive 500050, Science & Finance, Capital Fund Management. [Downloadable!]
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  9. Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters, 2004. "Random walks, liquidity molasses and critical response in financial markets," Science & Finance (CFM) working paper archive 500063, Science & Finance, Capital Fund Management. [Downloadable!]
    Other versions:
    Published as:

  10. Jean-Philippe Bouchaud & Yuval Gefen & Marc Potters & Matthieu Wyart, 2003. "Fluctuations and response in financial markets: the subtle nature of `random' price changes," Quantitative Finance Papers cond-mat/0307332, arXiv.org, revised Aug 2003. [Downloadable!]

  11. Marc Potters & Jean-Philippe Bouchaud, 2003. "Comment on: "Two-phase behaviour of financial markets"," Science & Finance (CFM) working paper archive 50002, Science & Finance, Capital Fund Management. [Downloadable!]

  12. Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters, 2001. "Introducing Variety in Risk Management," Quantitative Finance Papers cond-mat/0107208, arXiv.org. [Downloadable!]

  13. Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic, 2001. "Hedge your Monte Carlo," Science & Finance (CFM) working paper archive 500032, Science & Finance, Capital Fund Management.

  14. Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic, 2000. "Hedged Monte-Carlo: low variance derivative pricing with objective probabilities," Science & Finance (CFM) working paper archive 500031, Science & Finance, Capital Fund Management. [Downloadable!]

  15. Lorenzo Cornalba & Jean-Philippe Bouchaud & Marc Potters, 2000. "Option pricing and hedging with temporal correlations," Science & Finance (CFM) working paper archive 500030, Science & Finance, Capital Fund Management. [Downloadable!]

  16. Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud, 2000. "Correlation structure of extreme stock returns," Quantitative Finance Papers cond-mat/0006034, arXiv.org, revised Jan 2001. [Downloadable!]

  17. Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1999. "Random matrix theory and financial correlations," Science & Finance (CFM) working paper archive 500053, Science & Finance, Capital Fund Management. [Downloadable!]

  18. Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1999. "Random matrix theory," Science & Finance (CFM) working paper archive 500052, Science & Finance, Capital Fund Management.

  19. Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1998. "Strings Attached," Science & Finance (CFM) working paper archive 500049, Science & Finance, Capital Fund Management.

  20. Jean-Philippe Bouchaud & Marc Potters, 1998. "Back to basics: historical option pricing revisited," Science & Finance (CFM) working paper archive 500036, Science & Finance, Capital Fund Management. [Downloadable!]

  21. Laurent Laloux & Marc Potters & Rama Cont & Jean-Pierre Aguilar & Jean-Philippe Bouchaud, 1998. "Are Financial Crashes Predictable?," Quantitative Finance Papers cond-mat/9804111, arXiv.org. [Downloadable!]

  22. Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1998. "Noise dressing of financial correlation matrices," Science & Finance (CFM) working paper archive 500051, Science & Finance, Capital Fund Management. [Downloadable!]

  23. Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters, 1998. "Rational decisions, random matrices and spin glasses," Science & Finance (CFM) working paper archive 500054, Science & Finance, Capital Fund Management. [Downloadable!]
    Other versions:

  24. Jean-Philippe Bouchaud & Didier Sornette & Marc Potters, 1997. "Option pricing in the presence of extreme fluctuations," Science & Finance (CFM) working paper archive 500038, Science & Finance, Capital Fund Management. [Downloadable!]

  25. Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997. "Scaling in stock market data: stable laws and beyond," Quantitative Finance Papers cond-mat/9705087, arXiv.org. [Downloadable!]

  26. Jean-Philippe BOUCHAUD & Rama CONT & Nicole EL KAROUI & Marc POTTERS & Nicolas SAGNA, 1997. "Phenomenology of the interest curve," Finance 9712009, EconWPA. [Downloadable!]

  27. Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1997. "Phenomenology of the interest rate curve," Science & Finance (CFM) working paper archive 500048, Science & Finance, Capital Fund Management. [Downloadable!]
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    Published as:

  28. Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar, 1997. "Missing information and asset allocation," Science & Finance (CFM) working paper archive 500045, Science & Finance, Capital Fund Management. [Downloadable!]
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  29. Marc Potters & Rama Cont & Jean-Philippe Bouchaud, 1996. "Financial markets as adaptative systems," Science & Finance (CFM) working paper archive 500037, Science & Finance, Capital Fund Management. [Downloadable!]

Articles

  1. Matthieu Wyart & Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters & Michele Vettorazzo, 2008. "Relation between bid-ask spread, impact and volatility in order-driven markets," Quantitative Finance, Taylor and Francis Journals, vol. 8(1), pages 41-57. [Downloadable!] (restricted)

  2. Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters, 2006. "Random walks, liquidity molasses and critical response in financial markets," Quantitative Finance, Taylor and Francis Journals, vol. 6(2), pages 115-123, April. [Downloadable!] (restricted)
    Other versions:

  3. Jean-Philippe Bouchaud, Nicolas Sagna, Rama Cont, Nicole El-Karoui, Marc Potters, 1999. "Phenomenology of the interest rate curve," Applied Mathematical Finance, Taylor and Francis Journals, vol. 6(3), pages 209-232, September. [Downloadable!] (restricted)
    Other versions:

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (8) 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2006-04-01 2006-04-01 Author is listed
  2. NEP-ECM: Econometrics (4) 2005-02-13 2005-02-13 2006-04-01 2009-10-10
  3. NEP-ETS: Econometric Time Series (1) 2006-04-01
  4. NEP-FIN: Finance (13) 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2006-04-01 2006-04-01 Author is listed
  5. NEP-FMK: Financial Markets (6) 2005-02-13 2005-02-13 2005-02-13 2006-04-01 2006-04-01 2006-04-01 Author is listed
  6. NEP-FOR: Forecasting (1) 2006-04-01
  7. NEP-HPE: History & Philosophy of Economics (1) 2005-02-13
  8. NEP-INT: International Trade (1) 2006-04-01
  9. NEP-LAB: Labour Economics (1) 2006-04-01
  10. NEP-MAC: Macroeconomics (1) 2006-04-01
  11. NEP-MON: Monetary Economics (1) 2005-02-13
  12. NEP-RMG: Risk Management (7) 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2006-04-01 Author is listed
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This page was last updated on 2009-12-20.

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