Statistical mechanics of neocortical interactions: Portfolio of physiological indicators
No abstract is available for this item.
|Date of creation:||2006|
|Date of revision:|
|Contact details of provider:|| |
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- L. Ingber, 2007.
"Ideas by Statistical Mechanics (ISM),"
Lester Ingber Papers
07ji, Lester Ingber.
- Rosenberg, Joshua V. & Schuermann, Til, 2006.
"A general approach to integrated risk management with skewed, fat-tailed risks,"
Journal of Financial Economics,
Elsevier, vol. 79(3), pages 569-614, March.
- Joshua V. Rosenberg & Til Schuermann, 2004. "A general approach to integrated risk management with skewed, fat-tailed risks," Staff Reports 185, Federal Reserve Bank of New York.
- L. Ingber, 1982. "Statistical mechanics of neocortical interactions. I. Basic formulation," Lester Ingber Papers 82ni, Lester Ingber.
- Y. Malevergne & D. Sornette, 2001. "General framework for a portfolio theory with non-Gaussian risks and non-linear correlations," Papers cond-mat/0103020, arXiv.org.
- L. Ingber, 1986. "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
When requesting a correction, please mention this item's handle: RePEc:lei:ingber:06pp. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.