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On Rational Bubbles and Fat Tails
Lux, Thomas; Sornette, Didier - In: Journal of money, credit and banking : JMCB 34 (2002) 3, pp. 589-610
Persistent link: https://www.econbiz.de/10006654209
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PORTFOLIO MANAGEMENT - Higher-Moment Portfolio Theory
Malevepgne, Yannick; Sornette, Didier - In: The journal of portfolio management : a publication of … 31 (2005) 4, pp. 49-55
Persistent link: https://www.econbiz.de/10006545886
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Innovation as a social bubble: The example of the Human Genome Project
Gisler, Monika; Sornette, Didier; Woodard, Ryan - In: Research policy : policy and management studies of … 40 (2011) 10, pp. 1412-1426
Persistent link: https://www.econbiz.de/10009807034
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Investment strategies used as spectroscopy of financial markets reveal new stylized facts
Zhou, Wei-xing; Mu, Guo-hua; Chen, Wei; Sornette, Didier - In: Inventi impact: emerging economies (2011) 4, pp. 216-224
Persistent link: https://www.econbiz.de/10010148396
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PERFORMANCE EVALUATION - LOOK-AHEAD BENCHMARK BIAS IN PORTFOLIO PERFORMANCE EVALUATION
Daniel, Gilles; Sornette, Didier; Wohrmann, Peter - In: The journal of portfolio management : a publication of … 36 (2009) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10008332079
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Tail risk: What causes crashes? - Are large market events caused by exogenous shocks or can they occur endogenously? Here, the authors ask this question of large stock market events and conclude endogenous crashes do exist.
Sornette, Didier; Malevergne, Yannick; Muzy, Jean-François - In: Risk : managing risk in the world's financial markets 16 (2003) 2, pp. 67-72
Persistent link: https://www.econbiz.de/10007033743
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REAL WORLD OPTIONS - An option pricing framework which addresses the practical difficulties presented by the differences between the real world and Black-Scholes
Bouchaud, Jean-Philippe; Iori, Giulia; Sornette, Didier - In: Risk : managing risk in the world's financial markets 9 (1996) 3, pp. 61-66
Persistent link: https://www.econbiz.de/10007078485
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QUIS PENDIT IPSA PRETIA: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics
Cauwels, Peter; Sornette, Didier - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 56-67
Persistent link: https://www.econbiz.de/10009832472
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Shocks, crashes and bubbles in financial markets
Johansen, Anders; Sornette, Didier - In: Brussels economic review 53 (2010) 2, pp. 201-253
Persistent link: https://www.econbiz.de/10009906257