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Sornette, Didier
18
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4
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3
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Risk : managing risk in the world's financial markets
4
The journal of portfolio management : a publication of Institutional Investor
4
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Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles
Jiang, Zhi-Qiang
;
Zhou, Wei-Xing
;
Sornette, Didier
; …
- In:
Journal of economic behavior & organization : JEBO
74
(
2010
)
3
,
pp. 149-163
Persistent link: https://www.econbiz.de/10008409648
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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 event...
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
Saved in:
8
Portfolio tail risk: Minimising extremes - Portfolio diversification often breaks down in stressed market environments, but the co-movement of asset prices in a tail risk regime ma...
Malevergne, Yannick
;
Sornette, Didier
- In:
Risk : managing risk in the world's financial markets
15
(
2002
)
11
,
pp. 129-134
Persistent link: https://www.econbiz.de/10007034938
Saved in:
9
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
Santa-Clara, Pedro
;
Sornette, Didier
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 149-186
Persistent link: https://www.econbiz.de/10007045671
Saved in:
10
CRITICAL CRASHES - Using 'econophysics' to predict behaviour in an illiquid market. Can science help to predict a market crash?
Johansen, Anders
;
Sornette, Didier
- In:
Risk : managing risk in the world's financial markets
12
(
1999
)
1
,
pp. 91-95
Persistent link: https://www.econbiz.de/10007059401
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