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Benoît B. Mandelbrot

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This is information that was supplied by Benoît Mandelbrot in registering through RePEc. If you are Benoît B. Mandelbrot , 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: Benoît
Middle Name: B.
Last Name: Mandelbrot
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RePEc Short-ID: pma1336

Homepage: http://en.wikipedia.org/wiki/Beno%C3%AEt_Mandelbrot
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Affiliation

This author is deceased (Date: 14 Oct 2010)

Works

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Working papers

  1. Julien Barral & Benoit B. Mandelbrot, 2001. "Multifractal Products of Cylindrical Rules," Cowles Foundation Discussion Papers 1287, Cowles Foundation for Research in Economics, Yale University.
  2. Benoit B. Mandelbrot, 2000. "Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time," Cowles Foundation Discussion Papers 1256, Cowles Foundation for Research in Economics, Yale University.
  3. Benoit Mandelbrot, 1999. "Survey of Multifractality in Finance," Cowles Foundation Discussion Papers 1238, Cowles Foundation for Research in Economics, Yale University.
  4. Benoit Mandelbrot & Adlai Fisher & Laurent Calvet, 1997. "A Multifractal Model of Asset Returns," Cowles Foundation Discussion Papers 1164, Cowles Foundation for Research in Economics, Yale University.
  5. Adlai Fisher & Laurent Calvet & Benoit Mandelbrot, 1997. "Multifractality of Deutschemark/US Dollar Exchange Rates," Cowles Foundation Discussion Papers 1166, Cowles Foundation for Research in Economics, Yale University.
  6. Laurent Calvet & Adlai Fisher & Benoit Mandelbrot, 1997. "Large Deviations and the Distribution of Price Changes," Cowles Foundation Discussion Papers 1165, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Benoit B. Mandelbrot, 2005. "The inescapable need for fractal tools in finance," Annals of Finance, Springer, vol. 1(2), pages 193-195, October.
  2. Benoit B. Mandelbrot, 2005. "Parallel cartoons of fractal models of finance," Annals of Finance, Springer, vol. 1(2), pages 179-192, October.
  3. J. Asikainen & A. Aharony & B. Mandelbrot & E. Rausch & J.-P. Hovi, 2003. "Fractal geometry of critical Potts clusters," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 34(4), pages 479-487, August.
  4. B. B. Mandelbrot, 2001. "Stochastic volatility, power laws and long memory," Quantitative Finance, Taylor & Francis Journals, vol. 1(6), pages 558-559.
  5. B. B. Mandelbrot, 2001. "Scaling in financial prices: IV. Multifractal concentration," Quantitative Finance, Taylor & Francis Journals, vol. 1(6), pages 641-649.
  6. B. B. Mandelbrot, 2001. "Scaling in financial prices: II. Multifractals and the star equation," Quantitative Finance, Taylor & Francis Journals, vol. 1(1), pages 124-130.
  7. B. B. Mandelbrot, 2001. "Scaling in financial prices: I. Tails and dependence," Quantitative Finance, Taylor & Francis Journals, vol. 1(1), pages 113-123.
  8. B. B. Mandelbrot, 2001. "Scaling in financial prices: III. Cartoon Brownian motions in multifractal time," Quantitative Finance, Taylor & Francis Journals, vol. 1(4), pages 427-440.
  9. Mandelbrot, Benoit B., 1999. "Renormalization and fixed points in finance, since 1962," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 263(1), pages 477-487.
  10. Cioczek-Georges, R. & Mandelbrot, B. B., 1996. "Alternative micropulses and fractional Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 64(2), pages 143-152, November.
  11. Cioczek-Georges, R. & Mandelbrot, B. B., 1995. "A class of micropulses and antipersistent fractional Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 60(1), pages 1-18, November.
  12. Mandelbrot, Benoit B., 1992. "Plane DLA is not self-similar; is it a fractal that becomes increasingly compact as it grows?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 191(1), pages 95-107.
  13. Evertsz, Carl J.G. & Mandelbrot, Benoit B., 1992. "Self-similarity of harmonic measure on DLA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 185(1), pages 77-86.
  14. Mandelbrot, Benoit B. & Evertsz, Carl J.G., 1991. "Multifractality of the harmonic measure on fractal aggregates, and extended self-similarity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 177(1), pages 386-393.
  15. Evertsz, Carl J.G. & Mandelbrot, Benoit B., 1991. "Fractal aggregates, and the current lines of their electrostatic potentials," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 177(1), pages 589-592.
  16. Mandelbrot, Benoit B., 1990. "New “anomalous” multiplicative multifractals: Left sided ƒ(α) and the modelling of DLA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 168(1), pages 95-111.
  17. Mandelbrot, Benoit B, 1973. "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices: Comment," Econometrica, Econometric Society, vol. 41(1), pages 157-59, January.
  18. Mandelbrot, Benoit B, 1972. "Correction of an Error in "The Variation of Certain Speculative Prices" (1963)," The Journal of Business, University of Chicago Press, vol. 45(4), pages 542-43, October.
  19. Mandelbrot, Benoit, 1971. "Linear Regression with Non-Normal Error Terms: A Comment," The Quarterly Journal of Economics, MIT Press, vol. 85(2), pages 205-06, May.
  20. Mandelbrot, Benoit B, 1971. "When Can Price Be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models," The Review of Economics and Statistics, MIT Press, vol. 53(3), pages 225-36, August.
  21. Mandelbrot, Benoit, 1969. "Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 82-111, February.
  22. Benoit Mandelbrot, 1967. "The Variation of Some Other Speculative Prices," The Journal of Business, University of Chicago Press, vol. 40, pages 393.
  23. Benoit Mandelbrot, 1965. "Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models," The Journal of Business, University of Chicago Press, vol. 39, pages 242.
  24. Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394.
  25. Benoit Mandelbrot, 1963. "New Methods in Statistical Economics," Journal of Political Economy, University of Chicago Press, vol. 71, pages 421.

Chapters

  1. B. Mandelbrot, 1972. "Statistical Methodology For Nonperiodic Cycles: From The Covariance To Rs Analysis," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 1, number 3, pages 259-290 National Bureau of Economic Research, Inc.

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Number of Authors
  7. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  12. Number of Registered Citing Authors
  13. Wu-Index
  14. Strength of students

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