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Marc Mézard · Study

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Marc Mézard

6 works· latest 2007· 2 institutionscluster: provisionalORCID 0000-0003-4591-3893

h-index6

i106

Citations1,161

Works here6

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Most cited in this library

Wealth condensation in a simple model of economy2000 · 568 citations
Statistical properties of stock order books: empirical results and models2002 · 358 citations
Microscopic models for long ranged volatility correlations2001 · 96 citations
On the Feasibility of Portfolio Optimization under Expected Shortfall2007 · 55 citations
Statistical Properties of Stock Order Books: Empirical Results and Models2004 · 54 citations

Works

6 shown

On the Feasibility of Portfolio Optimization under Expected Shortfall

Quantitative Finance·2007·3 authors·Open access

55citations

Risk minimization through portfolio replication

The European Physical Journal B·2007·2 authors·Open access

30citations

Statistical Properties of Stock Order Books: Empirical Results and Models

SSRN Electronic Journal·2004·3 authors·preprint·Open access

54citations

Statistical properties of stock order books: empirical results and models

Quantitative Finance·2002·2 authors·Open access

358citations

Microscopic models for long ranged volatility correlations

Physica A Statistical Mechanics and its Applications·2001·3 authors·Open access

96citations

Wealth condensation in a simple model of economy

Physica A Statistical Mechanics and its Applications·2000·2 authors·Open access

568citations