Author:
Andersen Jørgen Vitting,Nowak Andrzej
Publisher
Springer Berlin Heidelberg
Reference162 articles.
1. G.A. Akerlof, R.J. Shiller, Animal Spirits: How Human Psychology Drives the Economy and Why It Matters for Global Capitalism (Princeton University Press, Princeton, 2009)
2. J.V. Andersen, D. Sornette, Have your cake and eat it too: increasing returns while lowering large risks! J. Risk Financ. 2, 70 (Spring 2001). See also D. Sornette, J.V. Andersen, P. Simonetti, Minimizing volatility increases large risks. Int. J. Theor. Appl. Financ. 3(3), 523–535 (2000). For a general review of the method, see D. Sornette, P. Simonetti, J.V. Andersen, ϕ
q
-field theory for portfolio optimisation: ‘Fat tails’ and non-linear correlations. Phys. Rep. 335(2), 19–92 (2000). For a quantitative treatment of the method, see [89]
3. J.V. Andersen, D. Sornette, Fearless versus fearful speculative financial bubbles. Physica A 337, 565 (2004)
4. J.V. Andersen, D. Sornette, Predicting failure using conditioning on damage history: demonstration on percolation and hierarchical fiber bundles. Phys. Rev. E 72, 056124 (2005). The article can be retrieved from the site arXiv.org/abs/cond-mat/0508424
5. J.V. Andersen, S. Gluzman, D. Sornette, Fundamental framework for technical analysis of market prices. Eur. Phys. J. B 14, 579–601 (2000)