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Marc Potters

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

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

Science & Finance
Location: Paris, France
Homepage: http://www.science-finance.fr/
Email:
Phone: +33 1 49 49 59 49
Fax: +33 1 47 70 17 40
Postal: Capital Fund Management, 6 boulevard Haussmann, 75009 Paris
Handle: RePEc:edi:scfinfr (more details at EDIRC)

Works

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Working papers

  1. J. P. Bouchaud & M. Potters, 2009. "Financial Applications of Random Matrix Theory: a short review," Papers 0910.1205, arXiv.org.
  2. Stefano Ciliberti & Jean-Philippe Bouchaud & Marc Potters, 2008. "Smile dynamics -- a theory of the implied leverage effect," Papers 0809.3375, arXiv.org.
  3. Giulio Biroli & Jean-Philippe Bouchaud & Marc Potters, 2007. "The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy," Papers 0710.0802, arXiv.org.
  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," Papers physics/0603084, arXiv.org, revised Mar 2007.
  5. Jean-Philippe Bouchaud & Laurent Laloux & M. Augusta Miceli & Marc Potters, 2005. "Large dimension forecasting models and random singular value spectra," Papers physics/0512090, arXiv.org.
  6. M. Potters & J. P. Bouchaud & L. Laloux, 2005. "Financial Applications of Random Matrix Theory: Old Laces and New Pieces," Papers physics/0507111, arXiv.org.
  7. Marc Potters & Jean-Philippe Bouchaud, 2005. "Trend followers lose more often than they gain," Papers physics/0508104, arXiv.org.
  8. J. -P. Bouchaud & J. Kockelkoren & M. Potters, 2004. "Random walks, liquidity molasses and critical response in financial markets," Papers cond-mat/0406224, arXiv.org, revised Jun 2004.
  9. Szilard Pafka & Marc Potters & Imre Kondor, 2004. "Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization," Papers cond-mat/0402573, arXiv.org.
  10. Jean-Philippe Bouchaud & Yuval Gefen & Marc Potters & Matthieu Wyart, 2003. "Fluctuations and response in financial markets: the subtle nature of `random' price changes," Papers cond-mat/0307332, arXiv.org, revised Aug 2003.
  11. Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters, 2001. "Introducing Variety in Risk Management," Papers cond-mat/0107208, arXiv.org.
  12. Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud, 2000. "Correlation structure of extreme stock returns," Papers cond-mat/0006034, arXiv.org, revised Jan 2001.
  13. Laurent Laloux & Marc Potters & Rama Cont & Jean-Pierre Aguilar & Jean-Philippe Bouchaud, 1998. "Are Financial Crashes Predictable?," Papers cond-mat/9804111, arXiv.org.
  14. Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters, 1998. "Rational Decisions, Random Matrices and Spin Glasses," Papers cond-mat/9801209, arXiv.org.
  15. Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997. "Scaling in stock market data: stable laws and beyond," Papers cond-mat/9705087, arXiv.org.
  16. J. -P. Bouchaud & N. Sagna & R. Cont & N. El-Karoui & M. Potters, 1997. "Phenomenology of the Interest Rate Curve," Papers cond-mat/9712164, arXiv.org.
  17. Jean-Philippe BOUCHAUD & Rama CONT & Nicole EL KAROUI & Marc POTTERS & Nicolas SAGNA, 1997. "Phenomenology of the interest curve," Finance 9712009, EconWPA.
  18. Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar, 1997. "Missing Information and Asset Allocation," Papers cond-mat/9707042, arXiv.org.
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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 & Francis Journals, vol. 8(1), pages 41-57.
  2. Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters, 2006. "Random walks, liquidity molasses and critical response in financial markets," Quantitative Finance, Taylor & Francis Journals, vol. 6(2), pages 115-123.
  3. Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1999. "Phenomenology of the interest rate curve," Applied Mathematical Finance, Taylor & Francis Journals, vol. 6(3), pages 209-232.

NEP Fields

20 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 (2) 2003-06-04 2006-04-01
  4. 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
  5. NEP-FOR: Forecasting (1) 2006-04-01
  6. NEP-HPE: History & Philosophy of Economics (1) 2005-02-13
  7. NEP-INT: International Trade (1) 2006-04-01
  8. NEP-LAB: Labour Economics (1) 2006-04-01
  9. NEP-MAC: Macroeconomics (1) 2006-04-01
  10. NEP-MON: Monetary Economics (1) 2005-02-13
  11. 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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